In the previous problem, also find the minimum prices of C(90) and C(100). Previous problem (Difficult) Suppose
Question:
In the previous problem, also find the minimum prices of C(90) and C(100).
Previous problem
(Difficult) Suppose there are five call options C(K), i.e.,{C(80), C(90), C(100), C(110), C(120)}. The prices of two of these are C(110) = 4, C(120) = 2. Find the best possible lower bound for the call option C(80).
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