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5. If you are trading in a perfect market, where you are considering buying a call and a put option on a non-dividend paying stock

5. If you are trading in a perfect market, where you are considering buying a call and a put option on a non-dividend paying stock with the same strike price and expiration date. If the options are currently trading at-the-money, for which option - call or put - would be paying a higher premium for? Provide a proof of your answer. (2 marks)

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