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training_data/curated/text/ea9ab80f71abf4e6128a736b081758259aafc4d7b41ee7a9a0a232b5aef0bc01.txt

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+Buy one 71-day 50 call at 3.50
+Sell one 71-day 50 put at 1.50
+Sell 100 shares at 51.54
+The trader establishes a short position in the stock at $51.54 and a long
+synthetic stock position effectively at $52.00. He buys the stock
+synthetically at $0.46 over the stock price, again assuming the trade can be
+executed at fair value. With the reversal, the trader has a bullish position on
+interest rates, which is indicated by a positive rho.
+In this example, the rho for this position is 0.090. If interest rates rise one
+percentage point, the synthetic stock (which the trader is long) gains nine
+cents in value relative to the stock. The short stock rebate on the short stock
+leg earns more interest at a higher interest rate. If rates fall one percentage
+point, the synthetic long stock loses $0.09. The trader earns less interest
+being short stock given a lower interest rate.
+With the reversal, the fact that the put can be exercised early is a risk.
+Since the trader is short the put and short stock, he hopes not to get
+assigned. If he does, he misses out on the interest he planned on collecting
+when he put on the reversal for $0.46 over.