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What is the price of a stock futures contract, given that one-year calls and puts with a strike price of $105 are available at prices
What is the price of a stock futures contract, given that one-year calls and puts with a strike price of $105 are available at prices of $5 and $7, respectively? The risk-free rate of interest is 2.0%. Hint: Use put-call parity.
a 103.16
b $100.92
c 105.26
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