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Expected payoff and weighted average price

Settings Let you're trading a security whose probability to be equal to $S_{T}$ at time $T$ follows a p.d.f. like the ones in the picture below. (That is just an example found with Google images, ...
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How is holding an European call option equivalent to holding an asset-or-nothing call option and writing a cash-or-nothing call option?

The cash-or-nothing call option has a payoff that is equal to the strike price. All three options have the same expiry date.