Estimate the payoff for the following two portfolios in separate tables: - Calls (strikes in parentheses): C(90)
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Question:
Estimate the payoff for the following two portfolios in separate tables:
- Calls (strikes in parentheses): C(90) - 2C(100) + C(110).
-Puts (strikes in parentheses): P(90) - 2P(100) + P(110).
Explain the relationship between the two portfolios.
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