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Consider European options on a stock when the stock price is $ 5 6 , the strike price is $ 5 0 , the risk

Consider European options on a stock when the stock price is $56, the strike price is $50, the risk-free rate is 4%, and the time to maturity is 1 year. Assume that a dividend of $2 is expected after six months. If the value a European call on the stock is $8.63, what is the value of the corresponding put option?
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$4.41
$5.34
$2.63
$3.56

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