Question $2,$ Part $($B$)$

$\frac{0\mathrm{.}0}{12\mathrm{.}0}$ points $($graded$)$

$x(S)=\{\begin{array}{ccc}-2S,& \text{S}\text{i}\text{n}[0,& 20)\\ -40,& \text{S}\text{i}\text{n}[20,& 40)\\ 3S-160,& \text{S}\text{i}\text{n}[40,& 50)\\ -10,& \text{S}\text{i}\text{n}[50,& )\end{array}$

You portfolio consists of $-40$ bonds paying $$1$ on Maturity Date only. Enter the number of additional options you will buy to get the payoff function above.

Note that the grader will mark your answer as correct only if all provided numbers are cortect.

Put Options with Strike $=40$

Put Options with Strike $=20$

Call Options with Strike $=40$

Put Options with Strike $=50$

Call Options with Strike $=50$

You have used $0$ of $5$ attempts

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