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A One Year Call Option Has a Strike Price of 60,expires

Question 78

Multiple Choice

A one year call option has a strike price of 60,expires in 6 months,and has a price of $2.5.If the risk free rate is 7%,and the current stock price is $55,what should the corresponding put be worth?


A) $5.00
B) $4.56
C) $5.50
D) $7.08
E) $7.54

Correct Answer:

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