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Question 1 (20 points) The table below gives today's prices of one-year European call options written on a share of stock XYZ at different strike
Question 1 (20 points) The table below gives today's prices of one-year European call options written on a share of stock XYZ at different strike prices. The stock does not pay any dividend. (elnioq and when 21911 1910 Strike Price ($) Call Price ($) nom-ziz a 10 going on a Vig vold Side Jug or long orli 275 m 1230 m 31 VID osmolni zils novid song air di borsa of br. 0C 300 TL 2920|1995 15 20 zsbart amit aidt nhub liwon morit barn 325 10 2010 For each of the following strategies, provide a table showing the relationship between profit and stock price at maturity as well as the range of stock prices at maturity for which the strategy is profitable. a) A bull spread with strike prices of $275 and $300. b) A long butterfly spread where you buy one $275 call, sell 2 $300 calls and buy one $325 call. c) A position where you buy one $275 call and sell 2 $300 calls. DO Question 2 (20 points)
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