Question: (b) A call premium is worth $2 per option. Its option strike price is $99 per option. The underlying asset sells for $100. The riskless

(b) A call premium is worth $2 per option. Its option strike price is $99 per option. The underlying asset sells for $100. The riskless interest rate is 5%. The option expires in 1 month. What is the theoretical put value ? (5 mark

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