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please solve this question perfectly and urgently. make sure to give correct answer. Will give positive rating if you give correct answer don't answer if
please solve this question perfectly and urgently. make sure to give correct answer. Will give positive rating if you give correct answer don't answer if you don't know the answer
Question 8 1 Call price = $5, risk-free continuously compounded interest rate r = 5 percent per year, stock price S = $55, strike price K = $55, time to maturity T = 1 month. What is the arbitrage-free put price? O 7.89 hs 9.00 0 4.77 4.12Step by Step Solution
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