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A and B are two European put options. Both options are identical in every respect except that the underlying of option A is expected to

A and B are two European put options. Both options are identical in every respect except that the underlying of option A is expected to pay a dividend of $5 in three months. Which of the following is TRUE? Select one: a. The value of option A would be higher than that of option B b. The value of option B would be higher than that of option A c. The value of option A would be equal to that of option B d. The value of option A would be higher than that of option B if and only if A is an American option

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