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Consider the following table of Call prices for an asset with So = 82 and no dividends: Strike Premium 80 10 4 2 90

Consider the following table of Call prices for an asset with So = 82 and no dividends: Strike Premium 80 10 4 2 90 95 a) Using the above information ONLY, find the best no-arbitrage bounds on the Call premium with strike K = 92. You should specify both the lower bound C and upper bound C: C

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