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Call price = $5, risk-free continuously compounded interest rate r = 5 percent per year, stock price S - $55, strike price K - $55,

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Call price = $5, risk-free continuously compounded interest rate r = 5 percent per year, stock price S - $55, strike price K - $55, time to maturity T = 1 month. What is the arbitrage-free put price? O 7.89 0 4.77 04.12 09.00

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