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Jessica Fassler, options trader, recently wrote two put options on two different underlying stocks (AlphaDog Software and OmegaWolf Publishing), both with a strike price of $11.50. The probabilities that the prices of AlphaDog and OmegaWolf stock will decline below the strike price are 65% and 47%, respectively. The probability that at least one of the put options will fall below the strike price is approximately: A. 0.31. B. 0.81. C. 1.00. |