Question: A writer sells 100 options and immediately sets up a hedge fund. This hedge fund consists of 57 underlying assets and $214 borrowed funds. The

A writer sells 100 options and immediately sets up a hedge

A writer sells 100 options and immediately sets up a hedge fund. This hedge fund consists of 57 underlying assets and $214 borrowed funds. The underlying is currently worth $17. What is the premium of one option

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