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Question

Consider the following two trading strategies:


Buy a call with a strike price of 90, buy a call

with a strike price of 110 and short two calls with a strike price of 100.

Buy a put with a strike price of 90, buy a put with a strike price of 110, and short two puts with a strike price of 100.

Plot the payos, or construct the payo table, from both trading strategies. What is their relationship?

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