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Consider a stock in which the put, the call and the forward are provided. If the current price of the stock is 100 and the annual effective risk-free interest rate is 1%. Show the strategy that has the highest net premium. Assume that there are no transaction costs. Answer choices: a. Buy a six-month 105 put and sell a six-month 105 call. b. Sell a six-month 100 call and long a six-month 105 put. c. Sell a six-month forward. d. Buy a six month forward on the stock