Question: A call option with a current value of $7.70. A put option with a current value of $9.90. Both options written on the same stock,

  • A call option with a current value of $7.70. A put option with a current value of $9.90. Both options written on the same stock, with 1 year until expiration, and a strike price of $57.00. The prevailing risk-free rate is 7.00%. What must be the current price of the stock on which these two options are written?  




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