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The current price of a stock is $50, the annual risk-free rate is 6%, and a 1-year call option with a strike price of $55
The current price of a stock is $50, the annual risk-free rate is 6%, and a 1-year call option with a strike price of $55 sells for $7.20. What is the closest value of the put option, assuming the strike price and expiration date is the same for the call option? A. $7.71 B. $7.33 C. $8.55 D. $9.0
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