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Question 6: Consider a European call option and a European put option on a non dividend-paying stock. The price of the stock is $100 and

Question 6:

Consider a European call option and a European put option on a non dividend-paying stock. The price of the stock is $100 and the strike price of both the call and the put is $101, set to expire in 11 months. Given that the price of the European put option is $2.49 and the risk-free rate is 5%, what is the price of the European call option via put-call parity?

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