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Business, 22.07.2021 20:40 tez87

Consider two call options on a security whose present price is 110. Suppose that both call options have the same expiration time; one has strike price 100 and costs 20, whereas the other has strike price 110 and costs C. Assuming that an arbitrage is not possible, give a lower bound on C

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Consider two call options on a security whose present price is 110. Suppose that both call options h...
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