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We consider a European market right to be written on a stock that does not pay dividends. The current share price is 29 euros, the
We consider a European market right to be written on a stock that does not pay dividends. The current share price is 29 euros, the exercise price is 30 euros, the interest-free rate is 10%, the maturity is 6 months and the price is 2 euros. What will be the price of a European sale right written on the same share (with exactly the same features) and a practice price of 30 euros?
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