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Consider an option on a non-dividend-paying stock when the stock price is $107, the exercise price is $102, the risk-free interest rate is 5% per annum, the volatility is 25% per annum, and the time to maturity is four months.
1. What is the price of the option if it is a European call?
2. What is the price of the option if it is an American call?
3. What is the price of the option if it is a European put?
4. Verify that put call parity holds.
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A financial statement review.
The best measure to use for measuring the risk of a random variable would be:
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