Suppose that c1 and p1 are the prices of a European average price call and a European

Chapter 26, Problem 26.4

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Suppose that c1 and p1 are the prices of a European average price call and a European average price put with strike price K and maturity T, c2 and p2 are the prices of a European average strike call and European average strike put with maturity T, and c3 and p3 are the prices of a regular European call and a regular European put with strike price K and maturity T. Show that c1 c2 c3 p1 p2 p3.

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