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S. A stock is cumenely selling for S40 85. A 3.month call option with a serike price of sa0 has option prennium of S1.30 The

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S. A stock is cumenely selling for S40 85. A 3.month call option with a serike price of sa0 has option prennium of S1.30 The risk-fre. rate i. 2 percent "nd the market rate . is the opeion premim on a 3-month put wich $40 strike price? Assume the opon style. A call opeion with 1 month to expiration currently sells for S0.70. A put optice with the same expiration sells for S1.10. The options are European style. The risk-free rate is 3 percent and the strike price of both options is $18.00. What is the current stock price? 10. A call option has a premium of $0.60, a strike price of $40, and 3 months to expiration. The current stock price is $39.60. The stock will pay a $0.80 dividend two months from now. The risk-free rate is 3 percent. What is the premium on a 3-moath put with a strike price of $401 Assume the options are European style

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