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I will vote up quickly if the answer is correct. Thanks! 1. (5 marks) Let K and Kz be positive constants with Ki K3. Assume

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I will vote up quickly if the answer is correct. Thanks!

1. (5 marks) Let K and Kz be positive constants with Ki K3. Assume that T-expiry European call and put options with strikes K1, K2 and K3 are available in the market. Find a portfolio consisting these options that has the same payoff as C(St)

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