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Question I (10 points) The price of a non-dividend paying stock is $19 and the price of a 3-month European call option on the stock
Question I (10 points) The price of a non-dividend paying stock is $19 and the price of a 3-month European call option on the stock with a strike price of $20 is 31. The risk-free rate is 4% per annum. What is the price of a 3-month European put option with a strike price of $20, suppose this is no arbitrage opportunity
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