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Derive the functional relationship between the no arbitrage

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Let C(K)denote a European vanilla Call option with strike price K. Assume that all options are identical except for strike price, and strike prices satisfy K1<K2<K3 and 2K2=K1+K3. Derive the functional relationship between the no arbitrage values of the two vertical spreads, C(K1)-C(K2) and C(K2)-C(K3)?

Reference no: EM13483146

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