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A One Year Call Option Has a Strike Price of 70,expires

Question 88

Multiple Choice

A one year call option has a strike price of 70,expires in 3 months,and has a price of $7.34.If the risk free rate is 6%,and the current stock price is $62,what should the corresponding put be worth?


A) $5.34
B) $8.00
C) $10.68
D) $14.33
E) $13.33

Correct Answer:

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