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14. Bonus - (2.5 points) We assume the effective 6-month interest rate is 2%, the S&R 6-month forward price is $1020, the premium on a
14. Bonus - (2.5 points) We assume the effective 6-month interest rate is 2%, the S&R 6-month forward price is $1020, the premium on a 6-month S&R call is $109.20 and the premium on a put with the same strike price is $60.18. What is the strike price
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