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Question 5 The price of a European call option on a non-dividend-paying stock with a strike price of $14.50 is $1.55. The underlying stock's price
Question 5 The price of a European call option on a non-dividend-paying stock with a strike price of $14.50 is $1.55. The underlying stock's price is $14.00, the continuously compounded risk-free rate (all maturities) is 6.5% and the time to maturity is nine months. What is the price of a one-year European put option on the stock with a strike price of $13? $1.42 $1.36 $2.09 0/1 pts $1.55
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