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The price of a dividend paying stock is $40 and a dividend of $3 is due after 4 months. The continuously compounded interest rate is

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The price of a dividend paying stock is $40 and a dividend of $3 is due after 4 months. The continuously compounded interest rate is 10% per annum. For what strike price will 6-month maturity European call and put options have the same price? O a. $40.50 O b. $40.00 O c. $41.00 O d. $39.00 O e. $39.50

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