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A stock is currently selling for $49.32 per share.A call option with an exercise price of $47.48 sells for $4.10 and expires in 3 months.

A stock is currently selling for $49.32 per share.A call option with an exercise price of $47.48 sells for $4.10 and expires in 3 months. If the risk-free rate of interest is an EAR of 2.22%, what is the value of a put option with the same exercise price, maturity, and underlying asset?

Question 20 options:

$1.85

$1.90

$1.95

$2.00

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