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Assume that a EURO Call option trades at $0.05. The strike price of the option is $0.9200 and the current spot rate is $0.9203. A

Assume that a EURO Call option trades at $0.05. The strike price of the option is $0.9200 and the current spot rate is $0.9203. A Euro forward contract that expires at the same time with the option is at $0.9195. Use this information to determine which one of the following is not a correct statement.

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