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The following instruments are traded: A straddle with strike price K S T R = $ 1 0 0 and maturity of one year is
The following instruments are traded:
A straddle with strike price $ and maturity of one year is traded today at a price $
put option with strike price $ and maturity of year is traded today at a price $
A call option with strike price $ and maturity of year is traded today at a price $
A bank account with interest per year.
What is the price of a butterfly introduced in the first problem in Group Assignment as Payoff B
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