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Suppose call and put option prices are given by Check for convexity violations for both options and check for correctness of the following strategies. To

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Suppose call and put option prices are given by Check for convexity violations for both options and check for correctness of the following strategies. To pursue an arbitrage strategy, we should buy 035 -strike call buy 0 20-strike call buy 220 -strike calls buy 220 -strike puts buy 035 -strike put sell 325 -strike calls sell 0 25-strike put sell 0 25-strike call sell 325 -strike puts buy 135 -strike call buy 135 -strike put Suppose call and put option prices are given by Check for convexity violations for both options and check for correctness of the following strategies. To pursue an arbitrage strategy, we should buy 035 -strike call buy 0 20-strike call buy 220 -strike calls buy 220 -strike puts buy 035 -strike put sell 325 -strike calls sell 0 25-strike put sell 0 25-strike call sell 325 -strike puts buy 135 -strike call buy 135 -strike put

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