Consider the following three options on the Generous Dynamics: - Call option with strike price 100.0 and price 29.382 -- Call option with strike price 112.5 and price 22.858 -- Call option with strike...


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Consider the following three options on the Generous Dynamics:<br>- Call option with strike price 100.0 and price 29.382<br>-- Call option with strike price 112.5 and price 22.858<br>-- Call option with strike price 125.0 and price 17.581<br>What is the cost of a butterfly spread constructed from these three<br>options?<br>O 1.2459<br>O 64.041<br>O 30.628<br>O 24.104<br>

Extracted text: Consider the following three options on the Generous Dynamics: - Call option with strike price 100.0 and price 29.382 -- Call option with strike price 112.5 and price 22.858 -- Call option with strike price 125.0 and price 17.581 What is the cost of a butterfly spread constructed from these three options? O 1.2459 O 64.041 O 30.628 O 24.104

Jun 06, 2022
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