You are given the following information about 50-strike and 60-strike European put options with the same stock
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You are given the following information about 50-strike and 60-strike European put options with the same stock and time to expiration:
Calculate the elasticity of a 50-60 European put bull spread.
Transcribed Image Text:
Strike price 50 60 Elasticity -4.9953 -3.4267 Put premium 3.7295 9.5865
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The 5060 put bull spread is set up by buying the 50strike put ...View the full answer
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