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The common stock of Company XLT and its derivative securities currently trade in the market...

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Accounting

The common stock of Company XLT and its derivative securities currently trade in the market at the following prices and contract terms:
Both of these options will expire 91 days from now, and the annualized yield for the 91-day Treasury bill is 4.0%.(Assume face value is $100.)
a. How to construct a synthetic Treasury bill position?
The transactions needed to construct the synthetic T-Bill would be to - Select-v the stock, - Select-v the put and - Select-v the call.
%
calculations. Round your answer to the nearest cent.
The strategy would be to - Select-V22 actual T-bills and to - Select-V100 synthetic T-bills.
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