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22. A dividend paying stock is currently selling for $32. The price of a call with an exercise price of $30 expiring in 6 months

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22. A dividend paying stock is currently selling for $32. The price of a call with an exercise price of $30 expiring in 6 months is $3.10. If the interest rate is 3%, what is the price of the put option assuming the dividend is paid in 6 months and is $0.50? (a) (b) (c) (d) $0.66 $1.15 $1.36 $1.56

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