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II. PRICING A FORWARD-START OPTION This question deals with pricing a European forward start call option. Assume that today is Date 0 and Date T

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II. PRICING A FORWARD-START OPTION This question deals with pricing a European forward start call option. Assume that today is Date 0 and Date T is the maturity of the option. The forward start call speci fies that the strike price of the option is K ,, for a given time, Date ?, between Date 0 and Date T, 0

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