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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:
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$1.26
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$0.98
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$1.64
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$1.54
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