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Raoul compr tanto una opcin call como una opcin put de 125.000 bushels de soja. Ambas opciones tienen un precio de ejercicio de 510 y

Raoul compr tanto una opcin call como una opcin put de 125.000 bushels de soja. Ambas opciones tienen un precio de ejercicio de 510 y una fecha de vencimiento comn. Los contratos de soja se basan en 5.000 bushels. El precio de la soja a la fecha de vencimiento es de 530.

A. Ignorando todos los costos, calcule la ganancia o prdida de Raoul en estos dos contratos de opcin.

B. Suponiendo que una opcin de compra le cost a Raoul $0,09 por bushel y una opcin de venta le cost a Raoul $0,04 por bushel, calcule la ganancia o prdida total de Raoul en las dos posiciones.

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