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Question 16 Suppose you observe the following data for a certain stock. Assume that there are 365 days in a year. Stock price $110 Call

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Question 16 Suppose you observe the following data for a certain stock. Assume that there are 365 days in a year. Stock price $110 Call price (40-day maturity. X=$105) $14 Put price (40-day maturity. X-$105) Dividend payments $4 Risk-free interest rate 3% Calculate the put price. $13.12 $10.48 $8.57 $1265 $11.23 59.76

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