Consider a portfolio c consisting of two contracts of type, Engineering Mathematics

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Consider a portfolio c consisting of two contracts of type

Suppose we have American options, A and B, and B has half the notional of A but is otherwise identical. Consider a portfolio, C, consisting of two contracts of type B. Show that it carries more rights than A. How will its price compare to the price of A?

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Engineering Mathematics: Consider a portfolio c consisting of two contracts of type

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Engineering Mathematics: Consider a portfolio c consisting of two contracts of type

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