15. Examine the following pairs of calls, which differ only by exercise price. Deter- mine whether any
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15. Examine the following pairs of calls, which differ only by exercise price. Deter- mine whether any violate the rules regarding relationships between American op- tions that differ only by exercise price.
a. August 155 and 160
b. October 160 and 165
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An Introduction To Derivatives And Risk Management
ISBN: 9780324321395
7th Edition
Authors: Don M. Chance, Roberts Brooks
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