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2. The price of one share of ABC stock is 90.00. A put option on this stock with a strike price of 95 and two
2. The price of one share of ABC stock is 90.00. A put option on this stock with a strike price of 95 and two months until expiration has a price of 9.50. The annual continuously compounded risk-free interest rate is 7%. The stock does not pay dividends. a, What is the minimum price for a put option with a strike price of 90 and two months until expiration? b. What is the minimum price of a put option with a strike price of 95 and six months until expiration? C. What is the minimum price of a call option with a strike price of 100 and two months until expiration
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