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 64.041 O 30.628 O 24.104

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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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
Transcribed Image 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
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