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A stock currently priced at $180 pays a continuous dividend at a rate of 5%. The continuous risk-free rate of interest is 10%. A European
A stock currently priced at $180 pays a continuous dividend at a rate of 5%. The continuous risk-free rate of interest is 10%. A European call option with strike $190 costs $22, and a European put option with the same strike and time to expiration costs $4. Which of the following could be a time when the options expire? Between 3 and 4 months O Between 40 and 45 years O None of the other answers is correct. Between 6 and 10 years Between 4 and 5 years
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