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Business, 12.12.2019 05:31 duplessistoccara

Astrategy consists of longing a put on the market index with a strike of 830 and shorting a call option on the market index with a strike price of 830. the put premium is $18.00 and the call premium is $44.00. interest rates are 0.5% per month. what is the break even price of the market index for this strategy at expiration (in 6 months)? a. $830.00b. $866.32c. $855.21d. $802.12

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