Question 2 Assume that tomorrow is the day of the Brexit referendum. If the vote is in favour of "Leave", the price of the FTSE 100 index will decrease. If the vote is in favour of "Remain, the price of the index will increase. You can trade call and put options on the FTSE 100 index. Propose a trading strategy that has non-negative payoff irrespective of the referendum outcome and involves trading in at least two different options. What is the initial cost of implementing this strategy? [15 marks]