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How do you derive the price of a Bull Call Spread with Payoff = ( S T K 1 ) + ( S T K

How do you derive the price of a Bull Call Spread with

Payoff = (STK1)+(STK2)+=0STK1K2K1ifSTK1ifK1<STK2ifST>K2

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I know the price of a regular call option is

S0(d1)KerT(d1T) for d1=T1[logKS0+(r+212)T] .

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