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Suppose the price of an asset is currently $100. If the risk-free rate is 2% and the six- month call option with strike price X

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Suppose the price of an asset is currently $100. If the risk-free rate is 2% and the six- month call option with strike price X : $105 costs $10, then what is the price of the six-month put option with strike price X = $105? = A) $12.94 B) $13.97 C) $7.06 D) $9.08 E) None of the above

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