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You buy a call with a strike price of $33 and sell an identical put. The call has a premium of $8.61 and the put
You buy a call with a strike price of $33 and sell an identical put. The call has a premium of $8.61 and the put has a premium of $5.70. You also sell a call with a strike price of $36 and buy an identical put. This call has a premium of $7.50 and this put has a premium of $7.05. The risk-free rate in the economy is 3.76%. All 4 options are written on the same underlying asset and expire in exactly one year. If the primary asset is worth $34.12 when the options all expire, what is your net percentage return?
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