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Assume a call option on Greshak COrp currently sells for $6.00 in the market and the current rate on S-T Federal securities is 5.00%. The
Assume a call option on Greshak COrp currently sells for $6.00 in the market and the current rate on S-T Federal securities is 5.00%. The call option on Greshak's stock has 4 months to expiration and a strike price of $35.00. If the underlying shares of Creshak Corp sell for $46.00, what is the price of a put option with a $52.00 strick price and 4 months to expiration (assume the options are European style options)? Please show all work and use at least 4 decimal place for calculations and answer.
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