Question: Repeat Problem 11.4, only set = 0.08. What is the lowest strike price at which early exercise will occur? What condition related to put-call

Repeat Problem 11.4, only set δ = 0.08. What is the lowest at which early exercise will occur? What condition related to put-call parity is satisfied at this

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Repeat Problem 11.4, only set = 0.08. What is the lowest strike price at which early exercise will occur? What condition related to put-call parity is satisfied at this strike price? Discuss.

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