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A one-year call option has a strike price of 60, expires in 6 months, and has a price of $2.5. If the risk-free rate is

A one-year call option has a strike price of 60, expires in 6 months, and has a price of $2.5. If the risk-free rate is 7 percent, and the current stock price is $55, what should the corresponding put be worth?

a. $5.00

b. $7.54

c. $7.08

d. $5.50

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