Show that portfolio long in an asset-or-nothing call option

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Reference no: EM131347192

Show that a portfolio long in an asset-or-nothing call option and short in a cash-or-nothing call option with cash K has the same time-n value as a portfolio with a long position in a call option with strike price K.

Reference no: EM131347192

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Show that portfolio long in an asset-or-nothing call option : Show that a portfolio long in an asset-or-nothing call option and short in a cash-or-nothing call option with cash K has the same time-n value as a portfolio with a long position in a call option with strike price K.

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