Question
You buy one Home Depot June strike=$60 call contract and one June strike=$60 put contract. The call premium is $6 and the put premium is
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You buy one Home Depot June strike=$60 call contract and one June strike=$60 put contract. The call premium is $6 and the put premium is $4. For what range of stock prices would you have a loss?
A. $50-$70
B. $54-$64
C. $56-$66
D. $55-$65
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The Validation Of Risk Models
Authors: S. Scandizzo
1st Edition
1137436956, 978-1137436955
