You own shares of AGH that are currently trading at $100. A European put option written on AGH with a $100 strike price

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answerhappygod
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You own shares of AGH that are currently trading at $100. A European put option written on AGH with a $100 strike price

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You own shares of AGH that are currently trading at $100. A European put
option written on AGH with a $100 strike price that expires in three months is priced at $4. The equivalent call option is priced at $5.
(a) What is the price of three-month T-bill that pays par ($100) implied by
the prices given above?
(b) What is the continuously compounded three-month interest rate implied
by these prices?
(c) A quick check of the price of three month T-bills on The Wall Street
Journal web site reveals that this bill is trading at $98.50. Explain your actions upon finding this information
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