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Suppose initially you have $ 5 0 0 in cash ( and nothing else ) . Now you purchase 2 assets: a stock for $
Suppose initially you have $ in cash and nothing else
Now you purchase assets: a stock for $ and a put on the stock for $ the put premium
At maturity of the option the stock trades at $ and your account value is $
What was the strike price of the put assume you earn interest on cash
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