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Problem 3.2 Suppose that c. C2 and c3 are the prices of European call options with strike prices K1, K2 and K3, respectively, where K3

Problem 3.2 Suppose that c. C2 and c3 are the prices of European call options with strike prices K1, K2 and K3, respectively, where K3 > K2 > K and K3 - K2 = K2 - K. All option have the same maturity. Show that C2

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