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Linda buys a 6-month 100-strike European call with a premium of $9.98. Beth Writes a 6-month 90-strike European put with a premium of $3.08 on

Linda buys a 6-month 100-strike European call with a premium of $9.98. Beth Writes a 6-month 90-strike European put with a premium of $3.08 on the same underlying asset. The risk-free interest rate is 6.5% compounded semiannually. For what range of spot prices at expiration is Beth's profit greater than Linda's?

A) From 76.52 to 113.48

B) less than 76.52 and more than 113.48

C) from 90 to 100

D) less than 90 and more than 100

E) any value of the spot price

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