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Question A: ABL shares are currently trading at a price of $24, while HHT shares are trading at a price of $34.4. The risk-free rate

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Question A: ABL shares are currently trading at a price of \$24, while HHT shares are trading at a price of $34.4. The risk-free rate is 1.23% per year 1) Identify the name of the strategy that has one long stock and one short call. Any and all options may be assumed to have the same strike-price in answering this question. 2) Find the Black-Scholes price of the call on ABL with a strike price of $22.76 if there is 6 months until the call expires and the annual standard deviation of the stock price is 20%

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