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For the next three questions, use the following information: Suppose the S&R index is 800 , the continuously compounded risk-free rate is 5%, and the

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For the next three questions, use the following information: Suppose the S&R index is 800 , the continuously compounded risk-free rate is 5%, and the dividend yield is 0%. A 1-year 815 -strike European call costs $75 and a 1year 815 -strike European put costs $45. Consider the strategy of buying the stock, selling the 815 -strike call, and buying the 815 -strike put

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