Question: We consider the standard Black-Scholes model: Consider a bull spread claim with the following pay-off C = min{max{ST , A}, B}, where B A 0.

We consider the standard Black-Scholes model: Consider a bull spread claim with the following pay-off C = min{max{ST , A}, B}, where B A 0. This claim can be hedged with a constant portfolio consisting of stocks, bonds and European call options. Find this portfolio and the price process

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