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Question 2 (8 marks) i) Suppose that there are three European Call options with same maturity on the same underlying asset. The underlying asset will

Question 2 (8 marks) i) Suppose that there are three European Call options with same maturity on the same underlying asset. The underlying asset will have a spot price of sy at maturity. The call option prices are C1,C2 & C3, and strike prices are x1, x2 & X3. Also, suppose that the strike prices have the following relationship: x1

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