Suppose there is a European call option on stock A with strike price X=1.8, which you may exercise in two periods. Its current fair price
Suppose there is a European call option on stock A with strike price X=1.8, which you may exercise in two periods. Its current fair price is 0.3. The risk free interest rate is 0.05. The current price of stock A is 1. Calculate the arbitragefree price of the European put option with the same strike price. (Round your answer to 2 decimal places)
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