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The market price of an European call option is $4.00 and its price given by the Black-Scholes-Merton model is $4.20. The market price for an

The market price of an European call option is $4.00 and its price given by the Black-Scholes-Merton model is $4.20. The market price for an European put option with the same strike price and expiration date is $2.50. What should the price of the put option be according to the Black-Scholes-Merton model?

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