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Suppose a call option with a strike of $140 expiring in 9 months is trading at $15.31. Assume the underlying is trading at $136.78 and
Suppose a call option with a strike of $140 expiring in 9 months is trading at $15.31. Assume the underlying is trading at $136.78 and interest rates are 4% (compounded continuously). Compute the price of a put option that has the same strike and expiry date. Assume the underlying pays no dividends. $
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