Question: 4. Using options, construct a portfolio that, ignoring the option premiums, gives the holder the same return after a month as holding a share for

4. Using options, construct a portfolio that, ignoring the option premiums,

4. Using options, construct a portfolio that, ignoring the option premiums, gives the holder the same return after a month as holding a share for the month. What would have to be true for the market's view of the riskiness of the share for this portfolio to give the same return as holding the share even if the option premiums are included in the calculation of the return

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