. . Consider the following portfolio Long o puts with strike price 98.0 Short 1...
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. . Consider the following portfolio Long o puts with strike price 98.0 Short 1 puts with strike price 98.0 Long O calls with strike price 100.5 Short 1 calls with strike price 100.5 Complete the following payoff table. What choice corresponds to the last row of the table? . . Position ST 5 98.0 98.0 100.5 portfolio 0.98 +5.0.5 100.5 O 98 Sr.o. Sr. 100.5 O 98+ Sr. 0,- Se 100.5 O-98. ST.0, S1005 None of the above
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