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9 . The price of a European call that expires in 6 months and has a strike price of 3 0 is l o n

9 .

The price of a European call that expires in

6

months and has a strike price of

30

l o n 2 .

The underlying stock price is

l o n 29,

and a dividend of

l o n 1

is expected in

3

months. The risk

-

free rate is

10 % .

What is the price of a European put option with the same maturity and the same strike price?

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