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Consider a non-paying dividend stock sells for $100. The continuously compounded risk-free interest rate is 3%. Which one(s) of the following case(s) is(are) useful when
Consider a non-paying dividend stock sells for $100. The continuously compounded risk-free interest rate is 3%. Which one(s) of the following case(s) is(are) useful when the price of the stock index in 2 years is $88 ? Select one or more: Buy the $100-strike put Buy the $105-strike call and to sell the $95-strike call Buy the $95-strike put and sell the $95-strike call Buy the $105-strike put and to sell the $95-strike put
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