Question: You ponder over a strategy. This strategy involves selling a call with strike price of K and selling a put with the same strike. Both
You ponder over a strategy. This strategy involves selling a call with strike price of K and selling a put with the same strike. Both instruments have the same maturity T though. Which one of the following describes your strategy? max(Sr KOj*max(S-KO) -max(Sy-K.0)-max(OSKO) -max(51-0)-max/K-ST.0) -max STOSKO)
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