NO.PZ2020021203000099
问题如下：
A call and a put with a common strike price of USD 70 cost USD 7 and USD 5 (respectively). How is a straddle created from these options? State the range of asset prices leading to some profit on the straddle.
选项：
解释：
A straddle is created by buying the call and buying the put. The cost is USD 12. It leads to a profit if the asset price at maturity is above USD 82 or below USD 58.
解析只提到long straddle。难道short straddle不算吗？
