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4. Assume the risk-free interest rate is 6% per annum discounted continuously, and all options mature exactly 9 months from now. Find the prices of

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4. Assume the risk-free interest rate is 6% per annum discounted continuously, and all options mature exactly 9 months from now. Find the prices of a digital call and a digital put with the same strike price, if you know that the call is twice expensive than the corresponding put. [6 points]

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