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The price for a call option contract on 100 shares of XYZ stock, at a strike price of $100/share at the expiry date in 12-months

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The price for a call option contract on 100 shares of XYZ stock, at a strike price of $100/share at the expiry date in 12-months is $40. The price for a put option contract on 100 shares of XYZ stock, at a strike price of $100/share at the expiry date in 12-months is $35. a) suppose the current stock price is $100.15. What is the difference between the time value of the call option subtract the time value of the put option? Round to the nearest cents. b) Assume Jane buys a call and shorts a put, invests the proceeds at 5%. Calculate her position (gain / loss), to nearest cents, assume the stock price is $100.5 at maturity

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