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2 A one-year European put option on a non- dividend-paying stock with strike at $50 currently trades at $5.55. The current stock price is $45.

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2 A one-year European put option on a non- dividend-paying stock with strike at $50 currently trades at $5.55. The current stock price is $45. The stock exhibits an annual volatility of 30%The annual risk-free interest rate is 5% compounded continuously. Determine the price of a European call option on the same stock with the same parameters as those of this put option

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