Suppose XYZ stock is trading at ($ 60), XYZ 60 European puts expiring in one year are
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Suppose XYZ stock is trading at \(\$ 60\), XYZ 60 European puts expiring in one year are trading at \(\$ 2\), and the annual risk-free rate is \(3 \%\). Using the put-call parity model, determine the equilibrium price of an XYZ 6o European call expiring in one year.
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