(Answered) Questionbased on the option chain below consider an

Engineering

Question:Based on the option chain below :

Consider an asymmetric butterfly constructed using the given put options with the low strike at 58, the peak at 60 and the high strike at 64, for one unit of the underlying asset, the strategy costs

A) 3.24

B) 0.39

C) 1.6

Calls 8.83 7.53 6.36 5.32 4.41 3.63

Strikes 56 58 60 62 64 66

Puts 2 2.68 3.5 4.45 5.53 6.73

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