Question: Consider two European call options on the same underlying and with the same maturity, but with different strike prices, K1 and K2 respectively. Suppose that

Consider two European call options on the same underlying and with the same maturity, but with different strike prices, K1 and K2 respectively. Suppose that K1 > K2. Prove that the option prices c(Ki) satisfy
K1 − K2 > c(K1) − c(K2).

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