Construct an arbitrage portfolio

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Reference no: EM131187767

If the price of a knock-in option plus the corresponding knock-out option is not equal to the price of the corresponding vanilla, construct an arbitrage portfolio.

Reference no: EM131187767

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Construct an arbitrage portfolio : If the price of a knock-in option plus the corresponding knock-out option is not equal to the price of the corresponding vanilla, construct an arbitrage portfolio.
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