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

Suppose the following for European options: Stock price = $105 3-month call options with strike price $97 3-month put option with strike price $105 1-year risk-free rate is 3%. The maximum possible price of the call option is: O a. $97 O b. $95 O c. $102 d. $105 Oe. $100

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