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Suppose the current stock price of JuJube Inc is 100, the risk-free interest rate is 5%, the standard deviation is 25%, the time to maturity
Suppose the current stock price of JuJube Inc is 100, the risk-free interest rate is 5%, the standard deviation is 25%, the time to maturity is 4 months, the strike price is 85, and the price of a call option is 25.20. Using the put-call parity relationship, the put option price is closest to
A. 25.20
B. 16.40
C. 5.20
D. 8.80
E. None of the above
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