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The price of a European call that expires in six months and has a strike price of 31 kr is 2 kr. The underlying stock
The price of a European call that expires in six months and has a strike price of 31 kr is 2 kr. The underlying stock price is 29 kr, and a dividend of $1 is expected in two months. The risk-free interest rate is 10% with continuous compounding for all maturities. What is the price of a European put option that expires in six months and has a strike price of $30? please explain how you get to the answer
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