Question: PROBLEM 4. [5 points). The financial wizard Jane Goldentouch wants to sell yo a portfolio of European options. The portfolio contains a long position in

PROBLEM 4. [5 points). The financial wizard Jane Goldentouch wants to sell yo a portfolio of European options. The portfolio contains a long position in a 20-strike call, a long position in a 30-strike put, a short position in a 30-strike call, and a short position in a 20-strike put. The expiration date of the options are six months from now. The risk free interest rate is 5% per annum, what is the fair price for this portfolio? Why

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