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Underlying asset: XYZ stock Risk-free asset $99 $1.05 $90 $1 $72 $1.05 Consider a European Put with a strike price of $80 How many shares

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Underlying asset: XYZ stock Risk-free asset $99 $1.05 $90 $1 $72 $1.05 Consider a European Put with a strike price of $80 How many shares of XYZ would you have to buy/short today and how much $ would you have to invest in the risk- free asset today (either borrowing or lending) to re-create the exact same payoff as the European Call? Underlying asset: XYZ stock Risk-free asset $99 $1.05 $90 $1 $72 $1.05 Consider a European Put with a strike price of $80 How many shares of XYZ would you have to buy/short today and how much $ would you have to invest in the risk- free asset today (either borrowing or lending) to re-create the exact same payoff as the European Call

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