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Suppose your portfolio consists of one share of Goldman Sachs (GS) and a European put option on GS with a strike of $105 and a
Suppose your portfolio consists of one share of Goldman Sachs (GS) and a European put option on GS with a strike of $105 and a maturity of a year. At maturity, the value of your portfolio must be (a) Equal to or less than $105 (b) Equal to $105 (c) Equal to or greater than $105 (d) None of the above
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