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Consider a European call option on a non-dividend-paying stock. The strike price is K, the time to expiration is T, and the price of one

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Consider a European call option on a non-dividend-paying stock. The strike price is K, the time to expiration is T, and the price of one unit of a zero-coupon bond (with face value one) maturing at T is B(T). Denote the price of the call by C. Show that C > max{0, So KB(T)}, where So is the current stock price

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