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A call is worth $9, the continuously compounded risk-free rate is 5%, the futures price is $95, the exercise price is $100, and the expiration

A call is worth $9, the continuously compounded risk-free rate is 5%, the futures price is $95, the exercise price is $100, and the expiration is 9 months. Based on these data, the arbitrage-free price of the put is closest to:

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$4.18

$5.78

$13.82

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