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The price of a non-dividend paying stock is $120 per share. $100 strike European call, maturing in 9 months, is trading for $50.85. If the

The price of a non-dividend paying stock is $120 per share. $100 strike European call, maturing in 9 months, is trading for $50.85. If the continuously compounded annual interest rate is 4.8%, what is the likely price of a European put at the same strike and expiration?
a. $26.16
b. $27.31
c. $48.07
d. $34.52

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