A stock is priced at 85 and 9-month options are written on the stock. An...
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Finance
A stock is priced at 85 and 9-month options are written on the stock. An investor writes an 82-strike European put for 7.25 and buys an 86-strike call for 7.77.
If the force of interest is 4%, calculate this investor's total profit after 9 months given that the stock price is 81 at that time.
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