A European call and a European put written on the same stock with the same time...
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A European call and a European put written on the same stock with the same time to maturity (6 months) and the same exercise price ($25) are trading at $2.5 and $1.0 respectively. The breakeven stock prices at maturity for a strip are $16.65 and $26.70. a. b. C. d. $14.50 and $22.75. $22.00 and $29.50. $17.50 and $21.70. A European call and a European put written on the same stock with the same time to maturity (6 months) and the same exercise price ($25) are trading at $2.5 and $1.0 respectively. The breakeven stock prices at maturity for a strip are $16.65 and $26.70. a. b. C. d. $14.50 and $22.75. $22.00 and $29.50. $17.50 and $21.70.
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