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A put option that expires in six months with an exercise price of $45 sells for $4.25. The stock is currently priced at $41, and
A put option that expires in six months with an exercise price of $45 sells for $4.25. The stock is currently priced at $41, and the risk-free rate is 3.5 percent per year, compounded continuously.
What is the price of a call option with the same exercise price? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) |
Call price | $ |
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