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The price of a European put that expires in nine months and has a strike price of $43 is $7. The underlying stock price is
The price of a European put that expires in nine months and has a strike price of $43 is $7. The underlying stock price is $44, and a dividend of $0.50 is expected in two months and again in five months. The term structure is flat, with all risk-free interest rates being 10%. What is the price of a European call option on the same underlying stock that expires in nine months and has a strike price of $43?
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