Assume the exercise price is $ 60, the risk- free rate is 4%, and the expiration is
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Question:
Assume the exercise price is $ 60, the risk- free rate is 4%, and the expiration is nine months, so T = 9/12= 0.75. Consider two cases: Underlying: S0 = $ 70 and 50. Compute minimum price and maximum price for call and put.
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