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Consider a one-year call option that gives the holder the right but not the obligation to buy 30,000 currently trading at $1.50/ for $1.80/. In
Consider a one-year call option that gives the holder the right but not the obligation to buy 30,000 currently trading at $1.50/ for $1.80/. In the next period, the pound can increase to $2.40/ or decrease to $0.96/. The risk free rate is 2.01% in dollars and 1.0% in pounds. This call option will have identical value to which of these put options? Group of answer choices The US dollar value today of a 1-period at-the-money put option on $54,000 with a strike price of 30,000. The US dollar value today of a 1-period at-the-money put option on $45,000 with a strike price of 30,000. The GBP value today of a 1-period at-the-money put option
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