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2. Suppose S = 25,0 = 30%,8 = 0,7 = 0.07 and T = 0.5. a) What are prices of a 22-strike put and call

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2. Suppose S = 25,0 = 30%,8 = 0,7 = 0.07 and T = 0.5. a) What are prices of a 22-strike put and call option with six months to expiration? b) Use put and call parity to verify your results from a). c) What is the six-months forward price for the stock

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