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Which of the following pairs of portfolios have the same payoff ? (A) a risk-free bond that promises $100 in three months(B) a short call
Which of the following pairs of portfolios have the same payoff ? (A) a risk-free bond that promises $100 in three months(B) a short call and short with expiration date of three months and the underlying stock (A ) a risk - free bond that promises $100 in three months (B) a short call and a long with expiration date of three months and the underlying stock ( A ) a risk - free bond that promises $ 100 in three months (B ) a long call and a long with expiration date of three months and the underlying stock (A) a risk - free bond that promises $ 100 in three months a long call and short date of three months and the underlying stock
Question 21 5 pts Which of the following pairs of portfolios have the same payoff? O (A) a risk-free bond that promises $100 in three months; (B) a short call and short put both struck at $100 with expiration date of three months and the underlying stock O (A) a risk-free bond that promises $100 in three months; (B) a short call and a long put both struck at $100 with expiration date of three months and the underlying stock O (A) a risk-free bond that promises $100 in three months; (B) a long call and a long put both struck at $100 with expiration date of three months and the underlying stock O (A) a risk-free bond that promises $100 in three months; (B) a long call and short put both struck at $100 with expiration date of three months and the underlying stock Step by Step Solution
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