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Suppose firm it has a current price of 51m] and does not pay dividends over the next 12 months. The risk~free annual interest rate is

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Suppose firm it has a current price of 51m] and does not pay dividends over the next 12 months. The risk~free annual interest rate is 5% continuously compounded. Which of the following statements is true about options written on stock it? A. The price of a European put option with strike price $119 and maturity in 11 months is higher than the price of a European put option with strike price of $110 and maturitllr in 10 months. B. The price of an atsthe money call option is higher than the price of an at~the moneyf put option. C. Both A and B. D. There is not enough information to decide whetherA or B are correct or false

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