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The price of a non-dividend paying stock is 59 and the price of a six-month European put option on the stock with a strike price

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The price of a non-dividend paying stock is 59 and the price of a six-month European put option on the stock with a strike price of 60 is 2.8. The risk-free rate is 5% per annum with continuous compounding. What is the price of a six-month European call option with a strike price of 60? Select one: a. 2.14 b. 1.08 c. 1.80 d. 2.28

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