The market price of a European call is $3.00 and its price given by Black-Scholes- Merton model
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The market price of a European call is $3.00 and its price given by Black-Scholes- Merton model with a volatility of 30% is $3.50. The price given by this Black-Scholes- Merton model for a European put option with the same strike price and time to maturity?
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