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The market price of a European call is R3.00 and its price given by Black-ScholesMerton model with a volatility of 30% is R3.50. The price

The market price of a European call is R3.00 and its price given by Black-ScholesMerton model with a volatility of 30% is R3.50. The price given by this Black-ScholesMerton model for a European put option with the same strike price, volatility and time to maturity is R1.00. What should the market price of the put option be? Explain the reasons for your

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