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Exercise 5.20 Let S ( t ) be the price of a given security at time t . All of the following options 1 answer below » Exercise 5.20 Let S ( t ) be the price of a given security at time t . All of the following options have exercise time t and, unless stated otherwise, exercise price K . Give the payoff at time t that is earned by an investor who: owns one call and one put option; owns one call having exercise price K 1 and has sold one put having exercise price K 2 ; owns two calls and has sold short one share of the security; owns one share of the security and has sold one call. Aug 19 2015 11:44 AM
