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'Suppose you consucted an option portfolio on the 1 -year 58P index that indude 0 ) shot 1 put centract at K=1500. (i) long 1

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'Suppose you consucted an option portfolio on the 1 -year 58P index that indude 0 ) shot 1 put centract at K=1500. (i) long 1 put contract at K=2000. (ii) short 1 call contract at K=3000, and (V) long 1 cal contract at K=3500. How much will be the payoff if the index lever (a) drops to 1400 (ii) stays at 2700 (14) shocts 103600

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