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The stock price is $ 1 0 0 . The interest rate is 5 % . A European Call option on the stock, with a
The stock price is $ The interest rate is A European Call option on the stock, with a strike price of $ and expiration in one year, is worth $ How much is a European Put option, with the same strike price and maturity, worth? The stock is not expected to pay dividend during the year.
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