Question: . S 0 = $ 1 0 0 and the volatility of return is 0 . 0 5 . The risk - free rate is

. S0= $100 and the volatility of return is 0.05. The risk-free rate is 10%. The PE( S0, T=182 days, X=$111)= $15. What can be CE( S0, T=182 days, X=$111)? Find the closest the answer. a) $0 b) $ 2.75 c) $7.35 d) $9.15

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