NO.PZ2020021203000093
问题如下：
Three put options have the same expiration date and their strike prices are USD 45, USD 50, and USD 55. The market prices of the options are USD 2, USD 4, and USD 7 (respectively). Explain how a butterfly spread can be created from these options. Provide a table showing the profit as a function of the asset price at maturity.
选项：
解释：
是不是我只要记住有三个执行价格，分put和call两种，从小到大依次是long/两个short/long，然后计算各自option的profit就可以
