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Consult the definitions and notations for share-or-nothing call and share-or-nothing put. We will use the abbreviated notations c1A (0) and plA(0). In this problem we

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Consult the definitions and notations for share-or-nothing call and share-or-nothing put. We will use the abbreviated notations c1A (0) and plA(0). In this problem we will assume that the share-or- nothing put gives one share if S(T)

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