10.14. The price of a European call that expires in six months and has a strike price...
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10.14. The price of a European call that expires in six months and has a strike price of $30 is
$2. The underlying stock price is $29, and a dividend of $0.50 is expected in two months and again in five months. Risk-free interest rates for all maturities are 10%. What is the price of a European put option that expires in six months and has a strike price of $30?
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