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The price of XYZ common is currently $25 and the per contract prices of the June 24 calls and puts are $165 and $155 respectively.
- The price of XYZ common is currently $25 and the per contract prices of the June 24 calls and puts are $165 and $155 respectively. The relevant annual continuously compounded risk-free rate is 2%. If expiration is three months away, what profitable action could be taken by a low-cost market maker in XYZ options?
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Accounting Ledger Book
Authors: Alpha Planners Publishing
1st Edition
B09VWKPJSG, 979-8432472564
