Question: Consider an American call and put option on the same stock. Both options have the same one - year expiration and a strike price of

Consider an American call and put option on the same stock. Both options have the same one-year expiration and a strike price of $45. The stock is currently priced at $50, and the annual interest rate is 10%. Which of the following amounts could be the difference in the two option values?
A. $4.95
B. $7.95
C. $9.35
D. $12.50
 Consider an American call and put option on the same stock.

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