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consider the following portfolio - hold call option with strike price E1, for the same asset and expiry date write another call option with the

consider the following portfolio - hold call option with strike price E1, for the same asset and expiry date write another call option with the strike price E2 with E2 < E1, plus hold 1 share of the same asset. Derive formula for the value of the portfolio at expiry and draw the payoff diagram.

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