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Consider two six-month European calls at strikes 90 and 100. The risk-free rate is 2%. Which of the following alternatives best describes the condition that

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Consider two six-month European calls at strikes 90 and 100. The risk-free rate is 2%. Which of the following alternatives best describes the condition that must be met by the difference in prices C(90)C(1007? O A There is insufficient information to answer this question. B. It must be less than or equal to $10. OC. It must be strictly less than $10. D. It must be strictly greater than $10

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