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Financial Math Consider a continuous-dividend-paying stock with the current price of $45 and dividend yield 0.025. The continuously compounded, risk-free interest rate is 0.042. Consider

Financial Math
Consider a continuous-dividend-paying stock with the current price of $45 and dividend yield 0.025. The continuously compounded, risk-free interest rate is 0.042. Consider a pair of six-month, $50-strike, $45-trigger gap options. The gap call sells for $1.70. What is the price of the gap put?

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