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A put option that expires in eight months with an exercise price of $55 sells for $7.34. The stock is currently priced at $52, and
A put option that expires in eight months with an exercise price of $55 sells for $7.34. The stock is currently priced at $52, and the risk-free rate is 3.1 percent per year, compounded continuously. What is the price of a call option with the same exercise price and expiration date? |
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