Butterfly spread strategy-calculate the rate of return

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Reference no: EM131072388

First, create a butterfly spread strategy using these options. (1) $190 call priced at $13.07 , (2) $200 call priced at $10.15 and (3) $210 call priced at $8.19. Calculate the rate of return (in %), when the underlying stock price becomes $200. (margin of error: +/- 1%)

Reference no: EM131072388

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