Question: 5. [13 points) Create a strategy with the payoff below, consisting only of: zero-coupon bonds the asset (S), and European put options w/ different strikes.

5. [13 points) Create a strategy with the payoff below, consisting only of: zero-coupon bonds the asset (S), and European put options w/ different strikes. Payoff TT 1 1 5 10 15 20 25 30 35 40 45 50 55 60 5. [13 points) Create a strategy with the payoff below, consisting only of: zero-coupon bonds the asset (S), and European put options w/ different strikes. Payoff TT 1 1 5 10 15 20 25 30 35 40 45 50 55 60

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