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Assume dividend paying NPC stock is currently priced at AUD50 and a dividend of AUD 4 will be paid in 3 months. The continuous risk-free
Assume dividend paying NPC stock is currently priced at AUD50 and a dividend of AUD 4 will be paid in 3 months. The continuous risk-free interest rate is 10% p.a. The following table shows the market price of four European options. Determine which option(s) is/are relatively mis-priced assuming no-arbitrage
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