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The following quotes were observed for options on a given stock on November 1 of a given year Calls Puts Strike Nov Dec Jan Nov
The following quotes were observed for options on a given stock on November of a given year
Calls
Puts
Strike
Nov
Dec
Jan
Nov
Dec
Jan
The stock price was The riskfree rates were percent November percent December and percent January The times to expiration were NovemberDecember and January Assume no dividends unless indicated.
Suppose the stock is about to go exdividend in one day. The dividend will be $ Which of the following calls will you consider for exercise?
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