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15. A stock price is currently $50. It is known that at the end of 2 months it will be either $53 or $48. The

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15. A stock price is currently $50. It is known that at the end of 2 months it will be either $53 or $48. The risk-free interest rate is 10% per annum Answer the following questions. 1) What is the value of a 2-month European call option with a strike price of $49? 2) What is the value of a 2-month European put option with a strike price of $49? Is the put-call parity satisfied

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