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For Stock ABC, you are given: The stock is currently trading for $100 per share. The premium for a 6-month 100-strike European call option on
For Stock ABC, you are given:
- The stock is currently trading for $100 per share.
- The premium for a 6-month 100-strike European call option on the stock is 10.35.
- The premium for a 6-month 100-strike European put option on the stock is 6.50.
- The effective interest rate for a six-month period is 4%.
Determine the 6-month forward price for a share of Stock ABC.
Answer Choices:
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100
-
102
-
104
-
106
-
108
Provide solution please
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