Question 41 2 points Save Answer You are long 3 contracts of 1-yr futures on the S&P 500 index with delivery price of $3,00,
long 3 contracts of 1-yr put options on the index with strike of $2,400, and also short 3 contracts of 1-yr call options on the index with strike of $4,000. What will be your payoff at expiry if the index price (S_T) is $1,000?
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