The table below provides the premiums for one-year European options on an underlying asset with a current

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The table below provides the premiums for one-year European options on an underlying asset with a current spot price of 120. Strike Price Call Put 100 29.23 3.88 110 22.76 6.87 120 17.37 10.95 130 13.02 16.06 140 9.61 22.12 The continuously compounded risk-free annual rate of interest is 5.5%. Find the cost of a 100-130 strangle. O 16.90 O 9.14 O -16.90 O -9.14 O 17.86

Posted Date: Jun 22, 2024 02:12 AM

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The table below provides the premiums for one-year European options on an underlying asset with a current

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