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QUESTION 16 The current price of a stock is $57, the annual risk-free rate is 6%, and a 1-year call option with a strike price

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QUESTION 16 The current price of a stock is $57, the annual risk-free rate is 6%, and a 1-year call option with a strike price of $63 sells for $7.2. What is the value of a put option, assuming the same strike price and expiration date as for the call option? a. $16.98 b.-$4.77 c. $9.63 O d. $13.20

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