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Consider an option on a non dividend paying stock when the stock price is $35, the exercise price is $31, the risk free interest rate

Consider an option on a non dividend paying stock when the stock price is $35, the exercise price is $31, the risk free interest rate is 4% per annum, the volatility is 20% per annum, and the time to maturity is four months.

a.What is the price of the option if it is a European call?

b. What is the price of the option if it is an American call?

c. What is the price of the option if it is a European put?

d. Verify that put call parity holds

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