Question: Please show work. In the following three problems, all the options have the same expiration time T and the same strike K. For the price

 Please show work. In the following three problems, all the options

Please show work.

In the following three problems, all the options have the same expiration time T and the same strike K. For the price of a barrier option, the argument is the value of the barrier. For example, Cup-and-in(50) is the price of an up-and-in call option with a barrier of 50. 2. Which of the following is true? Where C is the value of a regular call option. A. Cup-and-in (50) + Cup-and-out (50) = C B. Cup-and-in (50) Cup-and-out (50) = C C. -Cup-and-in (50) + Cup-and-out (50) = C D. -Cup-and-in (50) Cup-and-out (50) = C In the following three problems, all the options have the same expiration time T and the same strike K. For the price of a barrier option, the argument is the value of the barrier. For example, Cup-and-in(50) is the price of an up-and-in call option with a barrier of 50. 2. Which of the following is true? Where C is the value of a regular call option. A. Cup-and-in (50) + Cup-and-out (50) = C B. Cup-and-in (50) Cup-and-out (50) = C C. -Cup-and-in (50) + Cup-and-out (50) = C D. -Cup-and-in (50) Cup-and-out (50) = C

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