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 oneyear expiration and a strike price of $ The stock is currently priced at $ and the annual interest rate is Which of the following amounts could be the difference in the two option values?
A $
B $
C $
D $
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