Question: 2 A butterfly spread represents the complementary bet to the straddle. It has the following payoff at expiry: Payoff E EZ ST Find a portfolio

2 A butterfly spread represents the complementary bet to the straddle.

2 A butterfly spread represents the complementary bet to the straddle. It has the following payoff at expiry: Payoff E EZ ST Find a portfolio consisting of European calls and puts, all with the same expiry date, that has this payoff

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