Fin 4360 – Suppose You Buy A 500 Strike European Call Option On Xyz

suppose you buy a 500 strike European call option on XYZ, write a 600 strike European call option, write a 500 strike XYZ European put option and buy a 600 strike XYZ European put option, all options maturing in 4 months. What will be the expiration day value of the overall position?

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