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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 value of a put option, assuming the same strike price and expiration date as for the call option? Question 6 options:

a. $7.33

b. $8.12

c. $8.55

d. $9.00

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