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Question 34. Consider a stock index currently standing at 250. The dividend yield on the index is 4% per annum, and the risk-free rate

Question 34. Consider a stock index currently standing at 250. The dividend yield on the index is 4% per annum, and the risk-free rate is 6% per annum. A three-month European call option on the index with a strike price of 245 is currently worth $10. What is the value of a three-month put option on the index with a strike price of 245? (5 points)

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