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Consider shorting a straddle with strike price 55 expiring in T = 0.75 years that...

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Finance

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Consider shorting a straddle with strike price 55 expiring in T = 0.75 years that was constructed from a call option that cost 4 dollars and a put option that cost 2 dollars. Assume the risk-free rate is zero. What values of S T will lead to a profit on the straddle? a. [51,59] b. [53.57] C. [45.55] d. [49,61]

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