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The price of a European call option on a non-dividend-paying stock with a strike price of $49.85 is $4.35. The stock price is $48.00, the
The price of a European call option on a non-dividend-paying stock with a strike price of $49.85 is $4.35. The stock price is $48.00, the continuously compounded risk-free rate (all maturities) is 6.95% and the time to maturity is 6 months. What is the price of a 6 months European put option on the stock with a strike price of \$49.85? Answer with three decimal digits accuracy
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