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A stock paying no dividends is priced at $ 1 5 4 . Over the next 3 - months you expect the stock to either

A stock paying no dividends is priced at $154. Over the next 3-months you expect the stock to either be up 10% or down 10%. The risk-free rate is 1% per annum compounded continuously. Using the binomial tree approach, suppose you calculated the price of a 3-month European call option with a strike price of $155 to be $4.10, all else being equal, using put-call parity, what would be the price of a $155 strike put?
f$5.00
f>$11.00$9.00
f>$11.00$7.00
$9.00
f>$11.00$5.00
$7.00
$9.00
f>$11.00
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