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A call option is currently selling for $5.5. It has a strike price of $100 and three months to maturity. The current stock price is
A call option is currently selling for $5.5. It has a strike price of $100 and three months to maturity. The current stock price is $102, and the risk-free rate is 5.8 percent. The stock will pay a dividend of $1.6 in two months. What is the price of a put option with the same exercise price? |
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