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A call option has a strike price of $100 and an expiry date of 6 months. The price of the underlying is $93.25. A put

A call option has a strike price of $100 and an expiry date of 6 months. The price of the underlying is $93.25. A put option on the same underlying with the same strike price and same expiration has a price of $6.50. The risk-free rate is 8%. What is the price of the call option in the absence arbitration?

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