Consider the following strategies constructed on the same underlying stock. Each strategy has the same maturity.

Strategy I : Short a call with a strike price = K, and at the same time, long a put also with a strike price = K

Strategy II : Long a call with a strike price = K, and at the same time, short a put also with a strike price = K

Strategy III : Short a forward with forward price K

Strategy IV : Long a forward with forward price K

Which two strategies have the same payoff?

	A.	I and IV
	B.	I and II
	C.	II and III
	D.	I and III

Answer rating: 100% (QA)

Strategy I Short a call with a strike price K This gives you a payoff of max0 K S where S is the und... View the full answer