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A call option can be valued by considering a portfolio which is: a. Long stock and short call options. b. Long put options and short

A call option can be valued by considering a portfolio which is:

a. Long stock and short call options.

b. Long put options and short call options.

c. Long the risk-free security and short a bond.

d. Long a bond and short the risk-free security.

e. None of the other answers.

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