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answer is b i need solution What is the difference in the price of call and put options written on the same underlying asset if

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What is the difference in the price of call and put options written on the same underlying asset if the risk-free rate in this market is \6, the maturity of both options is 6 months, and the underlying asset provides a continuous yield of \2 ? The exercise price of both options is PLN 420. The put option is currently out-of-the-money and the difference between the strike price and the price of the underlying is PLN 25. a) It is close to 32.98 PLN and the put option is more expensive now. b) It is close to \\( 32.98 \\mathrm{PLN} \\) and the call option is more expensive now. c) It is close to 37.41 PLN and the call option is more expensive now. d) It is close to 37.41 PLN and the put option is more expensive now. What is the difference in the price of call and put options written on the same underlying asset if the risk-free rate in this market is \6, the maturity of both options is 6 months, and the underlying asset provides a continuous yield of \2 ? The exercise price of both options is PLN 420. The put option is currently out-of-the-money and the difference between the strike price and the price of the underlying is PLN 25. a) It is close to 32.98 PLN and the put option is more expensive now. b) It is close to \\( 32.98 \\mathrm{PLN} \\) and the call option is more expensive now. c) It is close to 37.41 PLN and the call option is more expensive now. d) It is close to 37.41 PLN and the put option is more expensive now

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