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please show work if possible Question 1 1 pts Tyler buys a six-month, 120-strike European call option with a premium of 2.91. The spot price

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Question 1 1 pts Tyler buys a six-month, 120-strike European call option with a premium of 2.91. The spot price of the underlying asset at expiration is 136.94. The continuously compounded risk-free rate is 3.8%. Calculate Tyler's profit at expiration. 19.90 13.98 13.14 12.72 O 17.51

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