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The DB stock currently sells for 185 kr. A one-year put option with strike price 200 kr has a premium of 30 kr, and the
The DB stock currently sells for 185 kr. A one-year put option with strike price 200 kr has a premium of 30 kr, and the risk free rate is 15%. What is the price of a one-year call option with strike price 200 kr if we assume there are no transaction costs and the market is free of arbitrage?
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