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Determining Prices of Call and Put Options

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A stock has a spot price of $35. Its May options are about to expire. One of its puts is worth $5 and one of its calls is worth $5. The exercise price of the put must be ___A__ and the exercise price of the call must be ___B__. (please show work for A & B)

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Solution Summary

This solution determines the steps to determine the exercise prices of call and put options in the given case.

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