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Business, 21.05.2020 01:00 jaidxxxz

The common stock of the C. A.L. L. Corporation has been trading in a narrow range around $95 per share for months, and you believe it is going to stay in that range for the next 3 months. The price of a 3-month put option with an exercise price of $95 is $6.00. a. If the risk-free interest rate is 9% per year, what must be the price of a 3-month call option on C. A.L. L. stock at an exercise price of $95 if it is at the money? (The stock pays no dividends.) (Do not round intermediate calculations. Round your answer to 2 decimal places.).3

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The common stock of the C. A.L. L. Corporation has been trading in a narrow range around $95 per sha...
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