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6. Suppose the price of an asset is currently $50. If the risk-free rate is 5% and the six-month put option with strike price X

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6. Suppose the price of an asset is currently $50. If the risk-free rate is 5% and the six-month put option with strike price X = $55 costs $8, then what is the price of the six-month call option with strike price X = $55? A) $5.62 B) $16.96 C) $433 D) $11.67 E) None of the above 1

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