The share price of firm j is 50. There are two at the money european options whose

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The share price of firm j is 50. There are two at the money european options whose underlying is Firm J. Option A is a call option with price 5. Option B is a put option with price 20. Both expire in 1 year , risk free rate 5%.

The present value of the dividends that will be paid up to the options maturity is closest to?

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Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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Posted Date: Jun 22, 2023 03:38 AM

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The share price of firm j is 50. There are two at the money european options whose

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