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A call option with a current value of $9.90. A put option with a current value of $8.60. Both options written on the same stock
A call option with a current value of $9.90. A put option with a current value of $8.60. Both options written on the same stock and both with 1 year until expiration. The current price of the stock is $49.00 and the prevailing risk-free rate is 8.00%. What must be the striking price of either option?
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