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You have sold 100 units of European call and bought 50 units of European put options on a non-dividend paying stock when the stock price

You have sold 100 units of European call and bought 50 units of European put options on a non-dividend paying stock when the stock price is $108, the exercise prices are $100, the risk-free interest rate is %5 pa, the volatility is %10 pa and the time to maturity is 0.25 years

a) Calculate the the value of your portfolio

b) Calculate theta of your portfolio

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