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Q 2 ) Spot Price of the stock is $ 5 5 and the risk - free rate is 6 % and the option price

Q2) Spot Price of the stock is $55 and the risk-free rate is 6% and the option price at 3 months maturity, 6 months maturity and 12 months maturity are given below:
Strike Price 3 months Maturity 6 months Maturity 12 months Maturity
4578.310.4
503.75.27.5
551.62.85.1

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