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The common stock of the C.A.L.L. Corporation has been trading in a narrow range around $100 per share for months, and you believe it is

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The common stock of the C.A.L.L. Corporation has been trading in a narrow range around $100 per share for months, and you believe it is going to stay in that range for the next 3 months. The price of a 3-month put option with an exercise price of $100 is $8.39. a. If the risk-free interest rate is 10% per year, what must be the price of a 3-month call option on C.A.L.L. stock at an exercise price of $100 if it is at the money? (The stock pays no dividends.) (Do not round intermediate calculations. Round your answer to 2 decimal places.) Price of a 3-month call option b-1. What would be a simple options strategy using a put and a call to exploit your conviction about the stock price's future movement? Strategy b-2. What is the most money you can make on this position? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Amount

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