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3948金融与交易中等derivationmedium

In-Out Parity Value 3

题目

A rebate-paying down-and-out put can be decomposed into a no-rebate down-and-out put plus a touch rebate. The matching vanilla put is worth 8.4, the no-rebate down-and-in put is worth 2.9, and the touch rebate is worth 0.7. What is the rebate-paying down-and-out put worth?

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