5226金融与交易困难数值题short
Box Spread Implied Rate 1
题目
Consider a box spread built from strikes 100 and 110: long call(100) at 12, short call(110) at 6, long put(110) at 7, and short put(100) at 3.2. For maturity T=1, what is the net cost today and the implied annualized lending rate under annual compounding?
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cost
implied_rate