14.6. The market price of a European call is $3.00 and its Black-Scholes price is $3.50. The...
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14.6. The market price of a European call is $3.00 and its Black-Scholes price is $3.50. The Black Scholes price of a European put option with the same strike price and time to maturity is $1.00. What should the market price of this option be? Explain the reasons for your answer.
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GOUDA SRIKANTH
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