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You are considering purchasing a put option on a stock with a current price of $32. The exercise price is $35, and the price of

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You are considering purchasing a put option on a stock with a current price of $32. The exercise price is $35, and the price of the corresponding call option is $2.50. According to the put-call parity theorem, if the risk-free rate of interest is 4% and there are 90 days until expiration, the value of the put should be $3.75 OA $4.35 . $5.16 OC. $5.26 OD

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