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Suppose today is Feb 1 st and the continuously compounded interest rate is r = 10%.You decide to perform trading strategy on GM stocks using

Suppose today is Feb 1^st and the continuously compounded interest rate is r = 10%.You decide to perform trading strategy on GM stocks using options.

Option on GM Strike price Maturity Premium call $30 Mar 15'\" $1.55 put $30 Mar 15"1 $0.85 call $32.5 Mar 15'h $0.45 put $27.5 Mar 15'h $0.30

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