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Please answer all parts. Thank you! 2. You buy a share of stock, write a 1-year call option with exercise price X = $10, and

Please answer all parts. Thank you!image text in transcribed

2. You buy a share of stock, write a 1-year call option with exercise price X = $10, and buy a 1-year put option with X = $10. Your net outlay to establish the entire portfolio is $9.50. What is the risk-free rate? The stock pays no dividends

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