Question: You do a box spread. The four options have premia of $4, $5, $6, and $7. The risk-free rate in the economy is 4.5%. The

You do a box spread. The four options have premia of $4, $5, $6, and $7. The risk-free rate in the economy is 4.5%. The underlying asset has an expected return of 8.3% per year. If all of the options are priced correctly, then what will the return be on this box spread?

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