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The current price of a stock is $ 4 9 . 6 3 and the annual risk - free rate is 1 1 . 6

The current price of a stock is $ 49.63 and the annual risk-free rate is 11.6 percent. A put option with an exercise price of $65 and one year until expiration has a current value of $ 6.87. What is the value of a call option written on the stock with the same exercise price and expiration date as the put option?

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