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For a stock index, S $100. or 30%, r 5% 3%, and T 3. Let n 3 a. What is the price of a European call option with a strike of $95? b. What is the price of a European put option with a strike of $95? c. Now let S -$95, KE $100, o E 30%, r 3%, and 5%. (You have exchanged values for the stock price and strike price and for the interest rate and dividend yield.) Value both options again. What do you notice?

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