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swap to 2) Suppose that the price of a non-dividend-paying stock is $22. its volatility is 20%, and the risk-free rate for all maturities is
swap to 2) Suppose that the price of a non-dividend-paying stock is $22. its volatility is 20%, and the risk-free rate for all maturities is 5% per annum. Provide a table showing the relationship between profit and final stock price for a butterfly spread using European put options with strike prices of $15, $20, and $25 and a maturity of one year. Ignore the impact of time value of money. in with a trike nrice of $45 is equal to $4.5 and the premium of a call
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