Create butterfly spread strategy-calculate rate of return

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Reference no: EM131070870

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

Reference no: EM131070870

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