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XYZ stock price is currently 100. An ATM call option on XYZ with maturity 1 year is worth 15. The corresponding ATM put option is
XYZ stock price is currently 100. An ATM call option on XYZ with maturity 1 year is worth 15. The corresponding ATM put option is worth 4. If the annualized risk free rate is 10%, would you buy or write the call?
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