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ABC Ltd. Is currently trading at $30.00 per share. A one-year European put option on ABC with a strike price of $20.00 is currently trading
ABC Ltd. Is currently trading at $30.00 per share. A one-year European put option on ABC with a strike price of $20.00 is currently trading for $2.60. If the risk-free interest rate is 6.00% per year, then the price of a one-year call option on ABC with a strike price of $20.00 will be closest to:
Group of answer choices
$5.70
$3.73
$13.73
$10.00
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