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options are annualized: strices are chosen corresponding to 2%/12 premium. Please see the Appendix for an expanded table of all strategies studied Deutsche Bank Securities Inc. Page 7 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0055504 CONFIDENTIAL SDNY_GM_00201688 EFTA01364944
3 Decembor 2013 US Derivatives Spotlight Figure 9: Comparing performance under rising and falling markets: Equity vs. various 36M call option strategies rolle
options are annualized: strices are chosen corresponding to 2%/12 premium. Please see the Appendix for an expanded table of all strategies studied Deutsche Bank Securities Inc. Page 7 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0055591 CONFIDENTIAL SDNY_GM_00201775 EFTA01365006
3 Decembor 2013 US Derivatives Spotlight Figure 9: Comparing performance under rising and falling markets: Equity vs. various 36M call option strategies rolle
options are annualized: strices are chosen corresponding to 2%/12 premium. Please see the Appendix for an expanded table of all strategies studied Deutsche Bank Securities Inc. Page 7 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0056041 CONFIDENTIAL SDNY_GM_00202225 EFTA01365336
3 Decembor 2013 US Derivatives Spotlight Figure 9: Comparing performance under rising and falling markets: Equity vs. various 36M call option strategies rolle
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