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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 $90. A call option is written on this stock, the strike price of which equals $100(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 $1 if the price of Call A is lower than $3, and Contract H pays $1 if the price of Call A is higher than $3.
Assume that the risk-free rate is 4%. If the market price of Contrat H is $0.2, what is the no-arbitrage price of Contract L?

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