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2 1 JE Suppose you own a European put option P on a stock. The underlying Stock price S =120$; The exercise price X =

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2 1 JE Suppose you own a European put option P on a stock. The underlying Stock price S =120$; The exercise price X = 118$; The annual risk-free rate = 5%; and time to expiration=0.5 year. Question: Let P = 8.6025. Use the Call-Put parity relation to find the value of a call option with similar characteristics? 16.357$ 9.472$ 13.515$ 15.923$

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