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An American-style call option with 6 months to maturity has a strike price of $81. The underlying stock now sells for $85. The call premium
An American-style call option with 6 months to maturity has a strike price of $81. The underlying stock now sells for $85. The call premium is $8. (8) C) If the risk-free rate is 2.5%, what should be the value of a put option on the same stock with the same strike price and expiration date?
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