5253金融与交易中等数值题short
Vertical Spread Bound Check 3
题目
Calls with strikes 80 and 90>80 are priced at 4 and 1.3. With annual rate 0.03 and maturity T=1.5, 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
is_within_bounds
lower_bound
upper_bound