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A put option on DCY stock matures six months from today and sells for $0.49. A call option on DCY stock with the same strike price sells for $4.52. Both the put and the call are European options. DCY stock is priced at $55 and the risk-free rate of interest is 4 percent. The strike price of the put and call options is closest to: A. $51. B. $52. C. $53. D. $50. |