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Suppose you buy a 950-strike S&R call, sell a 1000-strike S&R call, sell a 950-strike S&R put, and buy a 1000-strike S&R put. a. Verify

Suppose you buy a 950-strike S&R call, sell a 1000-strike S&R call, sell a 950-strike S&R put, and buy a 1000-strike S&R put. a. Verify that there is no S&R price risk in this transaction. b. What is the initial cost of the position? c. What is the value of the position after 6 months? d. Verify that the implicit interest rate in these cash flows is 2% over 6 months

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