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Aluminum is worth initially $290. This commodity is the underlying of a European Call and Put, having the same maturity of 5 months and the

Aluminum is worth initially $290. This commodity is the underlying of a European Call and Put, having the same maturity of 5 months and the same strike price K=$285. The annual risk-free interest rate is 6.5%. Initially, the Call is worth $15. The theoretical put price is equal to

a) $0.

b) $2.48.

c) $4.96.

d) Non of the above.

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