b. A put option written on the same stock at the same time, with the same exercise

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b. A put option written on the same stock at the same time, with the same exercise price and expiration date.

Now for each of these options, find the combination of stock and risk-free asset that would replicate the option.

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Related Book For  book-img-for-question

Principles Of Corporate Finance

ISBN: 9781264080946

14th Edition

Authors: Richard Brealey, Stewart Myers, Franklin Allen, Alex Edmans

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