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Consider a stock with a current price of $ 1 0 0 . A 6 - month European call option with a strike price of

Consider a stock with a current price of $

100 .

6 -

month European call option with a strike price

of $

102

costs $

5 .

Assume all assumptions of the Black

-

Scholes model are satisfied. Find the price of a

3 -

month European put option with a strike price of $

97

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