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32. Your boss provided you with the following market data (European options): Stock Price = $100 Call Price = $13 Put Price = $3 Annual

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32. Your boss provided you with the following market data (European options): Stock Price = $100 Call Price = $13 Put Price = $3 Annual Risk-Free Rate = 5% Option Maturity = 0.5 Year Strike Price = $95 What suggestion should you make to your boss? (Hint: Use Put-Call Parity with No-Dividends, CE PE: 3 PV (K), to identify the relative mispricing of calls and puts.) (a) Buy call and sell put (b) Sell call and buy put (c) Buy call and buy put (d) Sell call and sell put

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