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8) You just read that a 6-month European call option on Bent Inc. with a strike price of S50 is selling for $6.31. The current

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8) You just read that a 6-month European call option on Bent Inc. with a strike price of S50 is selling for $6.31. The current stock price is $52.75 and its annual volatility is 10%. The current risk free rate for all periods up to a year is 8.25% per annum with continuous compounding. What is the value of the put with the same strike and expiration? A) $1.12 B) $1.54 C) $5.19 D) $5.67 E) $6.3

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