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the price lf a stock which pays no dividends. is 34$ and the strike price of one year european call option on the stock is

the price lf a stock which pays no dividends. is 34$ and the strike price of one year european call option on the stock is 28. the risk free rate is 4% (continuous compounding) which of the follwoing is a lower bound for the option such that there are arbitrage opportunityes if the price is below lower bound and no opportunities jf its above lower bound.
7.1 or 60.9 or 34 or 26.9

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