Consider the following portfolio: Long 0 puts with strike price 98.0 Short 1 puts with strike price 98.0 Long 0 calls with strike price 100.5 Short 1 calls with strike price 100.5 Complete the following payoff table. What choice corresponds to the last row of the table? Position ST ≤ 98.0 98.0 < ST ≤ 100.5 ST > 100.5                 portfolio

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