5251金融与交易中等数值题short
Vertical Spread Bound Check 1
题目
Calls with strikes 95 and 105>95 are priced at 4.8 and 1.6. With annual rate 0.05 and maturity T=1, is the bull call spread price C(K1)-C(K2) inside its no-arbitrage bounds? Also report the bound interval.
解题计时
0:00
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