The stock of ABC Company is selling at $90. A 26-week call option written on...
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The stock of ABC Company is selling at $90. A 26-week call option written on ABCs stock is selling for $8. The calls exercise price is $100. The risk-free rate is 10% per year.
Suppose that puts on ABC stock are not traded, but you want to buy one. How would you replicate the payoff of the put based on the put-call parity?
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