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The companys stock price is $85 and will have a strike price of $90 in six months. The standard deviation is at 0.50 and risk-free

The companys stock price is $85 and will have a strike price of $90 in six months. The

standard deviation is at 0.50 and risk-free rate is 5%.

Determine the following:

a. the value of the call option

b. value of the put option

c. put-call parity

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