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Which strategy seeks to take advantage of higher-than-expected kurtosis while ignoring skew? A. Long 25-delta strangle B. Short 25-delta strangle C. Risk-reversal, long upside D.

Which strategy seeks to take advantage of higher-than-expected kurtosis while ignoring skew?

A. Long 25-delta strangle

B. Short 25-delta strangle

C. Risk-reversal, long upside

D. Risk-reversal, short upside

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