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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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