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) The investor took a long put position in three WIG-20 option contracts. a) Calculate the price of the option if the total profit (loss)

) The investor took a long put position in three WIG-20 option contracts.

a) Calculate the price of the option if the total profit (loss) was (-1080PLN) at the expiring of the option.

b) Using the price of option from a), propose the strike price of the contract and the value of WIG-20 at the time of expiring of these options in case the

investor has profit of 1080 PLN

c) Assume that the strike price of the above call option is 2600, indicating what instrument you need to invest in to construct Synthetic Long Call strategy.

Provide information on the characteristics of gains, loose end expectations of investors. Calculate the profit/loss from this strategy if WIG-20 at the expiring

will be 2640

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