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10) The current price of a stock is S100. The stock pays a divilend of $2 in three months. The risk free rate of interest

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10) The current price of a stock is S100. The stock pays a divilend of $2 in three months. The risk free rate of interest for all maturities in annualized.... : auously-compounded terms is 2%. What is the minimum price of an at-the-money Am ricar Il option on the stock with six (a) 51 (b) 50 (c) 51 (d) 52

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