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A stock is currently selling for $53.16 per share. A call option with an exercise price of $51.32 sells for $4.40 and expires in 3

A stock is currently selling for $53.16 per share. A call option with an exercise price of $51.32 sells for $4.40 and expires in 3 months. If the risk-free rate of interest is an EAR of 2.94%, what is the value of a put option with the same exercise price, maturity, and underlying asset?

1) 2.03

2) 2.08

3) 2.13

4) 2.19

5) 2.24

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