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Assume that the spot price of a non-dividend paying stock is $100, and one-year at-the-money European call option is trading for $10. If the annualized

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Assume that the spot price of a non-dividend paying stock is $100, and one-year at-the-money European call option is trading for $10. If the annualized risk-free rate is equal to 5%, what should be the price of the one-year at-the-money European put option on the stock? $5.1 $9.2 $7.5 $2.5

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