Question: Consider a stock priced at $ 3 0 . There are put and call options available at strike price of 3 0 and a time
Consider a stock priced at $ There are put and call options available at strike price of and a time to expiration of six months. The call is priced at $ and the put costs $ There are no dividends on the stock and the options are European. Consider an at the money straddle consisting of call and put contract each for shares What are the two breakeven stock prices of this straddle at expiration?
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