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Business, 07.06.2020 00:02 ovoxotas

A one-month European call option on Bitcoin is with the strike price of $8,505, $8,705, and $8,905 are trading at $600, $500, and $415, respectively. An investor implements a butterfly spread (i. e., she buys one call with the strike price of $8,505, sells two calls with the strike price of $8,705, and buys one call with the strike price of $8,905. If at the maturity, the Bitcoin price is $8,605, what is the investor's profit

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A one-month European call option on Bitcoin is with the strike price of $8,505, $8,705, and $8,905 a...
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