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Consider a European call option and a European put option on a non-dividend paying stock. The current stock price is $500, the exercise price is
Consider a European call option and a European put option on a non-dividend paying stock. The current stock price is $500, the exercise price is $450, the stock price volatility is 20% p.a., risk-free interest rate is 2% p.a. and time to expiry is two months. By using Black-Scholes Model, what is the price of European put?
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