Question: Consider two call options on a security whose present price 110. Suppose that both call options have the same expiration tine, one has strike price

Consider two call options on a security whose present price 110. Suppose that both call options

have the same expiration tine, one has strike price 100 cost 20 the other has a strike price 110

and cost C. Assuming there is no arbitrage, what is a lower bound of C or C ?

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