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Currently a stock is trading at $25/share. A three month European call option with a strike price of $25 is valued at $1.3214. Assume that

Currently a stock is trading at $25/share. A three month European call option with a strike price of $25 is valued at $1.3214. Assume that the risk free rate is 2.5% and that the standard deviation of stock returns is 25%. What is the price of a European put option with the same strike price and time to expiration.

I cant use the black scholes formula

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