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Problem 4 (8 pts) Assume the stock S has no dividend. Consider a European style...

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Problem 4 (8 pts) Assume the stock S has no dividend. Consider a European style Call option CL with maturity T and the terminal payoff at T given by ST - K if aST > ST - K > 0; ast if ST K > AST; 0 otherwise, where 0 ST - K > 0; ast if ST K > AST; 0 otherwise, where 0

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