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14 Consider a 2-year European put option that is currently valued at $5 on a $25 stock and a strike of $30. The 2 -year

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14 Consider a 2-year European put option that is currently valued at $5 on a $25 stock and a strike of $30. The 2 -year risk-free rate is 6% per annum (continuously compounded). Which of the following is closest to the value of the corresponding call option? A. $0.00 B. $3.39 C. $4.10 D. $2.67

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