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A stock price is $100 now. In 1 month it can go to $110 or $90. The annual interest rate is 11% with continuous compounding.

A stock price is $100 now. In 1 month it can go to $110 or $90. The annual interest rate is 11% with continuous compounding. At the strike price $95, the European put price is $2.25.

Construct trading strategies of synthetic long put strategy which replicates put above.

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