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What is the highest possible price for 2-month European 90 puts on a non-dividend paying stock that is trading at 85 when the risk-free rate
What is the highest possible price for 2-month European 90 puts on a non-dividend paying stock that is trading at 85 when the risk-free rate is 6%?
A. | $84 | |
B. | $80 | |
C. | $89 | |
D. | $91 |
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