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A 2-year vanilla European call option written on a non-dividend-paying stock is at-the-money. Its price is $1 different from its put counterpart. The 2- year

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A 2-year vanilla European call option written on a non-dividend-paying stock is at-the-money. Its price is $1 different from its put counterpart. The 2- year zero coupon bond with face value $100 is selling for $90. Determine the underlying stock price. [5 marks]

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