5847金融与交易中等数值题medium
Risk Reversal Payoff Regions
题目
With no stock position, you sell a put with strike 90 for premium 5 and buy a call with strike 110 for premium 5, where 110>90. What is the net premium, and what is the position's profit at expiry if the stock ends at (a) 80 and (b) 120?
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你的答案
net_premium
profit at 80
profit at 120