Question
State whether the following positions are a long or short vertical spread, straddle, strangle, butterfly spread, or risk-reversal. a. Long 1 call of strike 100,
State whether the following positions are a long or short vertical spread, straddle, strangle, butterfly spread, or risk-reversal.
a. Long 1 call of strike 100, short 1 call of strike 101
b. Long 1 call of strike 100, long 1 put of strike 100
c. Short 1 call of strike 101, short 1 put of strike 99
d. Long 1 call of strike 101, short 1 put of strike 99
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Financial Reporting Financial Statement Analysis And Valuation
Authors: James M Wahlen, Stephen P Baginskl, Mark T Bradshaw
10th Edition
0357722094, 978-0357722091
