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A European put option with an exercise price of $100 and 3 months till maturity is trading at $4 when the underlying stock is trading
A European put option with an exercise price of $100 and 3 months till maturity is trading at $4 when the underlying stock is trading at $97. The risk free rate equals 5%
a) All other factors reaining the same, the value of a fiduciary call would be?
b) All other factors remaining the same, the value of a European call is?
c) All other factors remaining the same, the value of an American put option is ?
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