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6 . APPLE, Inc. has both call and put options traded on the Thai Futures Exchange. Both options have the same exercise price of Baht
APPLE, Inc. has both call and put options traded on the Thai Futures Exchange. Both options have the same exercise price of Baht and the same expiration date. The options will expire in one year. The call is currently trading at Baht per share and the put is selling for Baht per share. The interest rate is percent. What should the stock price of APPLE be in order to prevent arbitrage opportunities?
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