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Suppose the value of a call option is $1.69, stock price = $35, exercise price =36, t=9 months (t=0.75), risk-free rate = 0.054. Use put-call

Suppose the value of a call option is $1.69, stock price = $35, exercise price =36, t=9 months (t=0.75), risk-free rate = 0.054. Use put-call parity to calculate the value of a put option that has the same exercise price and expiration date:

Question 4 options:

$1.26

$0.98

$1.64

$1.54

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