It will be worth one of 90 100 and 110 tomorrow if the call


A stock is worth 100 today. There are no interest rates. It will be worth one of 90, 100 and 110 tomorrow. If the call option stuck at 100 is worth 2, give optimal no-arbitrage bounds on a call option struck at 105.

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Engineering Mathematics: It will be worth one of 90 100 and 110 tomorrow if the call
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