The price of a non-dividend paying stock is ($19) and the price of a three-month European call

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The price of a non-dividend paying stock is $$19$ and the price of a three-month European call option on the stock with a strike price of $$20$ is $$1.$ The risk-free rate is 4% per annum.

What is the price of a three-month European put option with a strike price of $$20?$

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Fundamentals Of Futures And Options Markets

ISBN: 9781292155036

8th Global Edition

Authors: John C. Hull

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Question Posted: Mar 31, 2024 12:00 AM

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The price of a non-dividend paying stock is ($19) and the price of a three-month European call

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Fundamentals Of Futures And Options Markets

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