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WILL LEAVE THUMBS UP ASAP The price of a European call option on a non-dividend-paying stock with a strike price of $48.70 is $4.65. The
WILL LEAVE THUMBS UP ASAP
The price of a European call option on a non-dividend-paying stock with a strike price of $48.70 is $4.65. The stock price is $51, the continuously compounded risk-free rate (all maturities) is 6.25% and the time to maturity is 6 months. What is the price of a 6 months European put option on the stock with a strike price of $48.70?
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