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elf_fu elf_fu
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Posts: 705
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6 years ago
Put options with strikes of $70, $75, and $85 have option premiums of $6.00, $8.50, and $11.00, respectively. Using strike price convexity, which option premium, if any, is not possible?
A) P (70)
B) P (75)
C) P (85)
D) All are possible
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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Posts: 471
6 years ago
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elf_fu Author
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6 years ago
Smart ... Thanks!
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Yesterday
Thank you, thank you, thank you!
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2 hours ago
Helped a lot
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