You simultaneously write a covered put and buy a protective call, both with strike prices of $80,

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You simultaneously write a covered put and buy a protective call, both with strike prices of $80, on stock that you have shorted at $80. What are the expiration date payoffs to this position for stock prices of $70, $75, $80, $85, and $90?

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Fundamentals of Investments Valuation and Management

ISBN: 978-0077283292

5th edition

Authors: Bradford D. Jordan, Thomas W. Miller

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Question Posted: Sep 19, 2012 04:49 AM

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You simultaneously write a covered put and buy a protective call, both with strike prices of $80,

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Fundamentals of Investments Valuation and Management

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