Consider a one-year maturity call option and a one-year put option on the same stock, both with
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Question:
Consider a one-year maturity call option and a one-year put option on the same stock, both with striking price $100. If the risk-free rate is 5%, the stock price is $103, and the put sells for $7.50, what should be the price of the call?
A. $17.50
B. $15.26
C. $10.36
D. $12.26
E. none of the above.
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