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5254金融与交易中等数值题short

Vertical Spread Bound Check 4

题目

Calls with strikes 110 and 120>110 are priced at 3.5 and 1. With annual rate 0.02 and maturity T=1, 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_inside_bounds

lower_bound

upper_bound