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ABC Corporation stock price is currently $100 per share, and the price of a three-month call option at an exercise price of $100 is $10.

ABC Corporation stock price is currently $100 per share, and the price of a three-month call option at an exercise price of $100 is $10. If the risk-free interest rate is 10% peryear, what must be the price of a 3-month put option on ABC stock at an exercise price of$100? Assume the stock pays no dividend.

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