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Question 17. You have the following information for a three-month Call option. S(0): 150 kr X: 140 kr Call: 12 kr rf: 1% T: 3

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Question 17. You have the following information for a three-month Call option. S(0): 150 kr X: 140 kr Call: 12 kr rf: 1% T: 3 months (S(0) = Stock price at time 0, X = Strike price, Call - price or a Call option, of = the risk free rate, T = time to maturity) a) How much is a three month Put option worth with the same strike and underlying asset? b) What would of have to be for the Put to be worth 2 kr

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