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Suppose call and put option prices are given by Strike Price 20 25 35 Call Premium 5.16 3.59 2.64 Put Premium 1.35 2.64 4.36 Find

Suppose call and put option prices are given by Strike Price 20 25 35 Call Premium 5.16 3.59 2.64 Put Premium 1.35 2.64 4.36 Find the convexity violations for both options if any. Demonstrate that the spread position is an arbitrage image text in transcribed

Strike Price 20 25 35 Call Premium 5.16 3.59 2.64 Put Premium 1.35 2.64 4.36

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