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Consider a stock with a price with S = 100 and pays no dividends. The annual risk-free is 10%. A European call option on the

Consider a stock with a price with S = 100 and pays no dividends. The annual risk-free is 10%. A European call option on the stock with a strike price 80 and an expiration date six months from now has a price of 10. What is the price of a European put option on this stock with the same strike price and expiration date?

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