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Show that for strikes K1 < K2, the price of the European options satisfy : p(t, T, K2) p(t, T, K1) (K2 K1)Z(t, T) (you

Show that for strikes K1 < K2, the price of the European options satisfy : p(t, T, K2) p(t, T, K1) (K2 K1)Z(t, T) (you can either construct an arbitrary opportunity, or use plain English to explain this inequality).

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