A Long Straddle Is a Strategy That Combines

question 99

Multiple Choice

A long straddle is a strategy that combines:

• A)a long call with a higher strike price and a long put with a lower strike price
• B)a short call with a lower strike price and a long call with a higher strike price
• C)a short call and a short put at the same strike price and expiry
• D)a long call and a long put at the same strike price and expiry.
• E)None of these.

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