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The current stock price is $140. It may increase to $220 or decrease to $60 in 4 months. The risk-free interest rate is 0.03 per

The current stock price is $140. It may increase to $220 or decrease to $60 in 4 months. The risk-free interest rate is 0.03 per month. If the exercise price of a call option is $125.13, how much you have to borrow to create a synthetic call?

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