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3.[6 points) Let CA(K) be the NA-price of an American call option at time 0 with strike price K, underlying asset S, and maturity T.

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3.[6 points) Let CA(K) be the NA-price of an American call option at time 0 with strike price K, underlying asset S, and maturity T. Consider two strike prices 0 0? 3.[6 points) Let CA(K) be the NA-price of an American call option at time 0 with strike price K, underlying asset S, and maturity T. Consider two strike prices 0 0

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