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Suppose at time t, you have $k and American call option has K - strike price and T - exp date. what is value of

Suppose at time t, you have $k and American call option has K - strike price and T - exp date. what is value of porfolio at T when:

(i) exercise call at t< T

(ii) exercise at t = T

Suppose 1 call = 100 shares, call is in the money and use cont interest rate. Conclusion?

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