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Question
Jafee Corp. common stock is priced at $36.50 per share. The company just paid its $0.50 quarterly dividend. Interest rates are 6.0%. A $35.00 strike European call, maturing in 6 months, sells for $3.20. What is the price of a 6-month, $35.00 strike put option?A) $1.20
B) $1.64
C) $2.04
D) $2.38
Answer
This answer is hidden. It contains 1 characters.
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