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QUESTION 1 Problem 1/ For risk management purposes, Bayon decided to undertake a strategy consisting of seling a put with a strike price of 22.1098

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QUESTION 1 Problem 1/ For risk management purposes, "Bayon" decided to undertake a strategy consisting of seling a put with a strike price of 22.1098 for 2.11, selling a put with a strike price of 18.2451 for 0.56, and buy two puts with a strike price of 20,8931 for a total of 22488. She entered this position with 5000 contracts each contract containing 100 strategies that would expire in 3 months from now. What is the amount of her max loss? -67.920 -19,673 -78,615 -39,775 @ -60,800 -87245

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