A trader writes the following 1-year European-style barrier options as protection against large movements in a non-dividend paying stock that is currently trading at EUR 40.96. | Option | Price (EUR) | |---------------------------------------------|-------------| | Up-and-in barrier call, with barrier at EUR 45 | 3.52 | | Up-and-out barrier call, with barrier at EUR 45 | 1.24 | | Down-and-in barrier put, with barrier at EUR 35 | 2.00 | | Down-and-out barrier put, with barrier at EUR 35 | 1.01 | All of the options have the same strike price. Assuming the risk-free rate is 2% per annum, what is the common strike price of these options? | Financial Risk Manager Part 1 Quiz - LeetQuiz