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By put-call parity, what is the difference between the price of a call and put, both at strike price $50 that expire in 6 months,
By put-call parity, what is the difference between the price of a call and put, both at strike price $50 that expire in 6 months, on a non-dividend paying stock which is currently priced at $52. Assume the annual interest rate is 4%.
a. 3.86
b. 1.57
c. 2.97
d. 2.48
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