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Find the value of a European Call Option, a European Put Option and the Call-Put Parity. Let: S_0 = pound 10 K = pound 9.50

Find the value of a European Call Option, a European Put Option and the Call-Put Parity. Let: S_0 = pound 10 K = pound 9.50 sigma = 15% p.a r_f = 2% p.a t = 84 days

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