5252金融与交易中等数值题short
Vertical Spread Bound Check 2
题目
Calls with strikes 100 and 110>100 are priced at 5.4 and 2.1. With annual rate 0.04 and maturity T=0.5, is the bull call spread price C(K1)-C(K2) inside its no-arbitrage bounds? Also report the bound interval.
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你的答案
validity_check
lower_bound
upper_bound