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The smallest portfolio that replicates the payoff of a shirt synthetic put contains which of the following positions?

/in /by

The smallest portfolio that replicates the payoff of a shirt synthetic

put contains which of the following positions?
Choose all correct answers:

A- a short stock
B- a long stock
C- lending the present value of the strike
D- a short call
E- a long call
F- Borrowing the present value of the strike

 
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