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Nittany stock is selling for $70 a share. A 3-month call on Nittany stock with a strike price of $75 is priced at $5.58. Risk-free

Nittany stock is selling for $70 a share. A 3-month call on Nittany stock with a strike price of $75 is priced at $5.58. Risk-free assets are currently returning 3.97%compounded continuously.

What is the price of a 3-month put on Nittany stock with a strike price of $75?

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