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The current stock price is $50. Consider a call and a put option on this stock with 1 year to maturity. If the interest rate

The current stock price is $50. Consider a call and a put option on this stock with 1 year to maturity. If the interest rate is 8% per annum continuously compounded, at what strike price would the prices of the call and put options be the same?

A. $43.18

B. $46.15

C. $54.16

D. $57.33

E. $60.12

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