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(10 points) A European put option with strike price $100 and exercise date in a year is worth $7. Find the price of the corresponding
(10 points) A European put option with strike price $100 and exercise date in a year is worth $7. Find the price of the corresponding call option with the same strike price and the same exercise date given that today's stock price is $98 and the dividend is paid continuously with dividend yield rdiv = - 1%. Suppose that the continuously compounding interest rate r is 5%. (Round your answer to the nearest cents.)
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