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A European call option on a stock with a current price of $30 has an...

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A European call option on a stock with a current price of $30 has an exercise price of $35. The price of the corresponding European put option is $10. According to put-call parity, if the effective annual risk-free rate of interest is 12% and there are three months until expiration, what should be the value of the call? (both options are on the same stock that does not pay dividends, and have the same exercise price and expiry date) A. $5.00 O B. $6.03 OC. $8.96 OD. $12.28

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