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Options A call and a put on a stock have the same strike price of $ 4 7 and matures in three month. The current
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A call and a put on a stock have the same strike price of $ and matures in three month. The current stock price is $ At : am toay, the price of the call is $ and the price of the put is $ At :am news reaches the market that has no effect on the stock price or interest rates, but increases volatilities. As a result the price of the call changes to $
What would you expect the price of the put to change to
Please report the number with at most two decimals after the decimal point without the dollar sign eg You do not have to write the dollar in your solution
The new put price is: $
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