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The option prices on one share of XYZ stock expiring in one year are given in the following table. Strike Price Call Option Price Put
The option prices on one share of XYZ stock expiring in one year are given in the following table. Strike Price Call Option Price Put Option Price 940 139.81 33.97 1,000 104.51 55.74 The current price of one share of XYZ stock is 1000, the stock does not pay out dividends, and the risk-free rate of interest, compounded continuously, is 4%. Ann creates a written strangle by selling a put option with strike price 940 and selling a call option with strike price 1,000. What is the maximum profit possible on Ann's written strangle? The option prices on one share of XYZ stock expiring in one year are given in the following table. Strike Price Call Option Price Put Option Price 940 139.81 33.97 1,000 104.51 55.74 The current price of one share of XYZ stock is 1000, the stock does not pay out dividends, and the risk-free rate of interest, compounded continuously, is 4%. Ann creates a written strangle by selling a put option with strike price 940 and selling a call option with strike price 1,000. What is the maximum profit possible on Ann's written strangle
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