The present value of expected dividends during this time

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Suppose that the premium on a 6 month ABC stock call option is $110 and the premium for a put with the same strike price is $57.6. If the annual interest rate is 2%, the price for a share of ABC stock is S1,000, and the present value of expected dividends during this time is $50, what is the strike price?

Reference no: EM131495590

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