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a - An investor bought a 50-strike European call option on an index with eight...

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Accounting

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a - An investor bought a 50-strike European call option on an index with eight montns to expiration. The premium for this option was 2. The investor also brought a 60-strike European call option on the same index with eight months to expiration. The premium for this option was 1.2. The continuously compounded risk-free interest rate is 6%. Calculate the index price at expiration that will allow the investor to break even

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