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Suppose the following for European options: Stock price = $100 3-month call options with strike price $97 3-month put option with strike price $105 1-year

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Suppose the following for European options: Stock price = $100 3-month call options with strike price $97 3-month put option with strike price $105 1-year risk-free rate is 4%. The minimum price of the put option must be at least equal to: Select one: a $5.00 b. $3.955 C. $4.215 d. $3.437 e. $3.00

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