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Question 10 ABC stock has price $71.40 at noon, and currently pays no dividend. There is a three-month European-style call on ABC stock with strike

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Question 10 ABC stock has price $71.40 at noon, and currently pays no dividend. There is a three-month European-style call on ABC stock with strike price $70. Interest rates are zero. This call has price = 5.00, delta = 0.58, theta = -8.35/year, gamma = .037. Consider the three-month European-style put option on ABC stock which (also) has strike price $70. What is the (fair) put price

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