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You are neutral on the market and considering setting up butterfly options strategy. You have the following information: A one month call with strike price

You are neutral on the market and considering setting up butterfly options strategy. You have the following information: A one month call with strike price of $60 costs $6. A one month call with strike price of $62.5 costs $4, and A one month call with strike price of $65 costs $3. You will use these options to build a butterfly spread.

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