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Today's price of Stock A equals $ 9 0 . A call option is written on this stock, the strike price of which equals $
Today's price of Stock A equals $ A call option is written on this stock, the strike price of which equals $Let us name this call option Call A
Now there are two derivative contracts written on Call A namely Contract L and Contract H Contract L pays $ if the price of Call A is lower than $ and Contract H pays $ if the price of Call A is higher than $
Assume that the riskfree rate is If the market price of Contrat H is $ what is the noarbitrage price of Contract L
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