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You hold a short forward contract at 400 and a long call option with a strike price of 400 on the same underlying asset. Both
You hold a short forward contract at 400 and a long call option with a strike price of 400 on the same underlying asset. Both mature in six months. The premium on the option is 15.61 and the continuously compounded annualized interest rate is 3%. c) Now you hold the forward and two long call options. Show the profit functions in the following table (similar to b). Omit the -symbols in your answers
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