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The price of a European call that expires in six months and has a strike price of $30 is $2. The underlying stock price is
The price of a European call that expires in six months and has a strike price of $30 is $2. The underlying stock price is $29 $29, and a dividend of $0.50 is expected in two months and again in five months. Risk-free interest rates for all maturities are 10% with continuous compounding. What is the price of a European put option that expires in six months and has a strike price of $30?
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