Currency straddle - Short position - Seller of options Construct a short straddle Put and call options are available for AUD with the following information: Call option premium on AUD = $ 0, 00075 per unit. Put option premium on AUD = $0,00065 per unit. Strike price for call = $ 0,675. The range must be 0,670 -0,680 The step must be 0,001 Construct a spreadsheet table. Calculate the maximum gain. Calculate the maximum loss. Calculate the break-even points.
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