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What would be the price of three-month put option

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Question - If the common stock of Company X is $100 per share, and the price of 3-month call option at an exercise price of $100 is $10. If the risk-free interest rate is 8% per year and no arbitrage opportunity exists, what would be the price of 3-month put option on this stock at an exercise price of $100?

a) $7.65

b) $8.56

c) $10.00

d) $8.09

Reference no: EM132976627

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