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Problem B1: Put-Call Parity [19 marks] The price of a European call that expires in six months and has a strike price of $50 is
Problem B1: Put-Call Parity [19 marks] The price of a European call that expires in six months and has a strike price of $50 is $2. The underlying stock price is $49, and a dividend of $1.50 is expect...
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