Question: A trader sells a call and a put on the same underlying with the same strike and maturity. The strike is 100 USD and he

A trader sells a call and a put on the same

A trader sells a call and a put on the same underlying with the same strike and maturity. The strike is 100 USD and he holds the position until expiry. The total price he gets for selling the two options is 10 USD. In which of the following scenarios for the underlying price at the time of expiry does he make the most profit? 105 USD 110 USD 90 USD 125 USD

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