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The price of a European call option on shares in Bootle Books is 30p, the price of the corresponding put option is 5p, and the
The price of a European call option on shares in Bootle Books is 30p, the price of the corresponding put option is 5p, and the current price of Bootle Books shares is 100p. There are 3 months left for the options to expire and the riskless interest rate for this period is 5%. The common strike price for these call and put options must be O A. 75.00p O B. 78.75p O C. 66.67p O D.75.94p
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