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Suppose you observe the following data for SPY. Stock price $470.50 Call price (64-day maturity, X=$464) ? Put price (64-day maturity, X=$464) $5.54 Risk-free
Suppose you observe the following data for SPY. Stock price $470.50 Call price (64-day maturity, X=$464) ? Put price (64-day maturity, X=$464) $5.54 Risk-free interest rate 5.22% Calculate the call price. $15.24 $14.68 O $16.45 $17.92 $16.16
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