Question
1/A call option is currently selling for $5.50. It has a strike price of $100 and three months to maturity. The current stock price is
1/A call option is currently selling for $5.50. It has a strike price of $100 and three months to maturity. The current stock price is $102, and the risk-free rate is 2.7 percent. The stock will pay a dividend of $1.85 in two months. What is the price of a put option with the same exercise price?
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