Question: Question 2 A put option on ABC Corp. stock with an exercise price of $80 and an expiration date 1 year from now is worth
Question 2 A put option on ABC Corp. stock with an exercise price of $80 and an expiration date 1 year from now is worth $2.50 today. The risk-free rate of return is 8%, and Juniper Corp pays no dividends. The stock worth $75 today. A call option on ABC Corp. stock with an exercise price of $80 and an expiration date 1 year from now should be worth today
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