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Question 17 5 pts Consider a European put option with a strike price of $146.0 and maturity of 2.0 months. The underlying stock price equals
Question 17 5 pts Consider a European put option with a strike price of $146.0 and maturity of 2.0 months. The underlying stock price equals 121. The continuously compounded risk-free rate is 7.0 percent per year. What is the lower and upper bound, respectively, on the option value? 0 25.0 and 146.0 O 23.307 and 146.0 0 25.0 and 144.31 O 0.0 and 119.60 O 23.307 and 144.31
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