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An option has a strike price of $35 and twelve months to maturity and the risk-free interest rate is 4 percent. a) If the current

An option has a strike price of $35 and twelve months to maturity and the risk-free interest rate is 4 percent.

a) If the current stock price is $32 and the put option sells for $4, what is the price of a call option with the same strike price?

b) If the current stock price is $32 and the call option sells for $4, what is the price of a put option with the same strike price?

c) If a call option currently sells for $6.00 and a put option with the same strike price sells for $5.00, what is the current stock price?

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