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Given the market data below, what is a arbitrage free price for a 3-month, $20 Put options ? Spot Risk Free Rate $20.00 10% 3
Given the market data below, what is a arbitrage free price for a 3-month, $20 Put options ? Spot Risk Free Rate $20.00 10% 3 month Call Strike Premiums $10.80 $7.50 S4.30 $2.50 $0.80 S0.20 $0.05 Insufficient market data to determine -$4.30 $4.81 $4.30
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