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Lucia2023-02-21 11:12:18
同学你好,通过计算,B的收益是比C高的
In regard to (B), payoff of average strike put = max[0, Avg(S) - S(T)] = max[0, 22 - 17] = $5.00
In regard to (C), payoff of an average price call with strike of $20.00 = max[0, Avg(S) - K] = max[0, 22 - 20] = $2.00
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