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Find the PUT option price using the following data: S 0 = $215 X = $220 Risk-free Int Rate = 5% Two possibilities of S

Find the PUT option price using the following data:

S0 = $215

X = $220

Risk-free Int Rate = 5%

Two possibilities of ST at expiration: $200 or $250

Expiration: 2 years from today

Using the information from Q1, find the CALL option price. Assume the call option has the same data (S0, X, RF rate, ST, expiration) as the put. Hint: use put-call parity.

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