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Which of the following European options can be used to construct a calendar spread? Options Option type Strike price Maturity call 10 0.5 years 1
Which of the following European options can be used to construct a calendar spread? Options Option type Strike price Maturity call 10 0.5 years 1 year call 10 Option 1 Option 2 Option 3 Option 4 put 20 0.5 years put 20 1 year a. long Option 1 and short Option 2 O b. short Option 1 and long Option 2 c. short Option 3 and short Option 4 d. short Option 1 and long Option 3 1 Clear my choice s page
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