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stock XYZ trades now for $75. You have the following information on different call and put options prices written on stock XYZ and expiring in
stock XYZ trades now for $75. You have the following information on different call and put options prices written on stock XYZ and expiring in 1 year:
stike call put
$70 $10.76. $2.42
$80 $5.44. $6.22
consider a strangle in which you purchase a put with strike $70 and purchase a call with strike $80. what is the profit/loss of the strategy if the stock price at maturity is $60?
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Guide To Finance Theory And Application Portfolio Mathematics
Authors: Professional Risk Managers' International Association (PRMIA)
1st Edition
0071731814
