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Suppose that we have three European calls with strikes 120, 130, and 140 and the same maturity 1 month. Their prices are 18.00, 14.00, 8.00.
Suppose that we have three European calls with strikes 120, 130, and 140 and the same maturity 1 month. Their prices are 18.00, 14.00, 8.00. Is it possible to does an arbitrage?
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