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A Portfolio Comprising an Up-And-Out Put and an Up-And-In Put

Question 32

Multiple Choice

A portfolio comprising an up-and-out put and an up-and-in put is equivalent to

A) A up-and-out call and a up-and-in call.
B) A vanilla call.
C) A down-and-out put and a down-and-in put.
D) A vanilla put

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