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A European call sells for $5.87. The underlying asset currently sells for $208, the call has a strike price of $204, and matures in one
A European call sells for $5.87. The underlying asset currently sells for $208, the call has a strike price of $204, and matures in one month. The one-month rate of interest is 0.5 percent compounded continuously. According to put-call parity, the put price is: $1.79 O $1.96 O $0.85 O $5.78
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