Question: Question 5 2 points Save You are long 3 contracts of 1-yr futures on the S&P 500 index with delivery price of $3,00, long 3
Question 5 2 points Save You are long 3 contracts of 1-yr futures on the S&P 500 index with delivery price of $3,00, long 3 contracts of 1-yr put options on the index with strike of $2,400, and also short 3 contracts of 1-yr call options on the index with strike of $4,000. What will be your payoff at expiry if the index price (S..T) is $4,000
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