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Assume that current stock price=USD 28. An American put P (X=30) will expire in 6 months. The no- arbitrage price of this American put should

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Assume that current stock price=USD 28. An American put P (X=30) will expire in 6 months. The no- arbitrage price of this American put should be USD 30. cannot be determined lower than or equal to higher than or equal to equal to

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