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11. Stock A has price 35 and quarterly dividends of 0.25. The next dividend is payable in 3 months. Stock B has price 40 and

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11. Stock A has price 35 and quarterly dividends of 0.25. The next dividend is payable in 3 months. Stock B has price 40 and does not pay dividends. The continuously compounded risk-free interest rate is 5%. Let x be the premium of an option to give Stock A in exchange for receiving Stock B at the end of 6 months, and let y be the premium of an option to give Stock B in exchange for Stock A at the end of 6 months. Determine x - y

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