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You Sold a Call Option at Strike 105 for a Price

Question 10

Multiple Choice

You sold a call option at strike 105 for a price of $3 and sold a put option at strike 95 for a price of $2, both options with the same maturity. In what range of stock prices at maturity will you make money or not lose (on your net payoff) ?


A) 90-110
B) 93-102
C) 95-105
D) 97-108

Correct Answer:

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