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1.The current stock price is $100, the strike price of American call and put is $110, the present value of the strike price is $105,
1.The current stock price is $100, the strike price of American call and put is $110, the present value of the strike price is $105, the time to maturity of both options is 1, and the price of the American call is $4. Which of the following is a possible price of the American put and satisfies the put-call parity?
A.4
B.8
C.12
D.16
E.20
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