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A: Long 2 call k1 = 7 Short call k2 = 10 Short call k3 = 15 B: Long call k1 = 10 Short 2
A:
Long 2 call k1 = 7
Short call k2 = 10
Short call k3 = 15
B:
Long call k1 = 10
Short 2 call k2 = 14
Long call k3 = 18
Which option portfolio (A or B) is priced lower?
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