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ABC does not pay a dividend and its stock price is 35.22 today. An ABC European call option with a strike price of 37.62 that
ABC does not pay a dividend and its stock price is 35.22 today. An ABC European call option with a strike price of 37.62 that expires in two years is currently priced at 4.9 the risk-free rate is 0.05 How much is a European put option that expires in two years with a strike price of 35.22 worth?
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