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Corporate Finance Assignment/ Professional Essay Writers

A stock currently sells for $32. A 6-month call option with a strike price of $35 has a price of $2.27. Assuming a 4% continuously compounded risk-free rate and a 6% continuous dividend yield:

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Gibbs' reflective cycle in nursing

a)What is the price of the associated put option?

b)What are the arbitrage opportunities if the price of the put option was $5?

c)What if this price was $6?  Get Finance Help Today

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