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Black-Scholes Formula and Put-Call Parity 7. Return to the baseline scenario. What is the premium on a 3-month put with a strike of $275? Use

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Black-Scholes Formula and Put-Call Parity 7. Return to the baseline scenario. What is the premium on a 3-month put with a strike of $275? Use the call premium from question 4 and the put premium from question 7 to determine the 3-month forward price. Assume the interest rate is 5% per year as in the baseline scenario. Hint: use the put-all parity relationship. 8. Black-Scholes Formula and Put-Call Parity 7. Return to the baseline scenario. What is the premium on a 3-month put with a strike of $275? Use the call premium from question 4 and the put premium from question 7 to determine the 3-month forward price. Assume the interest rate is 5% per year as in the baseline scenario. Hint: use the put-all parity relationship. 8

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