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The price of a European CALL option is $5.50 and a European PUT is $6.5. The expiration date is 10 months and has an exercise
The price of a European CALL option is $5.50 and a European PUT is $6.5. The expiration date is 10 months and has an exercise price k=$15.00, the share price of the underlying asset is quoted today at $16.00. The risk-free rate is 10% per year.
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