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A call option is currently selling for $5.20. It has a strike price of $85 and six months to maturity. What is the price of
A call option is currently selling for $5.20. It has a strike price of $85 and six months to maturity. What is the price of a put option with a $85 strike price and six months to maturity? The current stock price is $88 and the risk-free interest rate is 3.4 percent. (Do not round intermediate calculations. Round your answer to 2 decimal places.)
Put price=
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Investment Analysis And Portfolio Management
Authors: Frank K. Reilly, Keith C. Brown
6th Edition
003025809X, 978-3540014386
