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Suppose you buy one each SPX call options with strikes of 2010 and 2350 and write two SPX call options with a strike of 2100.

Suppose you buy one each SPX call options with strikes of 2010 and 2350 and write two SPX call options with a strike of 2100. What are the payoffs at maturity to this position for S&P 500 index levels of 1900, 1950, 2000, 2050, 2100, 2150, and 2200? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "0" wherever required.)

Index level Long call payoff 2010 Long call payoff 2350 Short call (2) payoff 2100 Total payoff
1900
1950
2000
2050
2100
2150
2200

image text in transcribed

Suppose you buy one each SPX call options with strikes of 2010 and 2350 and write two SPX call options with a strike of 2100 . What are the payoffs at maturity to this position for S\&P 500 index levels of 1900, 1950, 2000, 2050, 2100, 2150, and 2200? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "0" wherever required.)

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