A three-month, 80 strike, European call option is worth $11.91. The 90 call is $4.52 and the

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A three-month, 80 strike, European call option is worth $11.91. The 90 call is $4.52 and the 100 call is $1.03. How much is the butterfly spread?

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 05:48 AM

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A three-month, 80 strike, European call option is worth $11.91. The 90 call is $4.52 and the

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A threemonth 80 strike a European call option is worth 11...View the full answer

Introduces Quantitative Finance

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