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You are considering purchasing a put option on a stock with a current price of $33. The exercise price is $35, and the price of
You are considering purchasing a put option on a stock with a current price of $33. The exercise price is $35, and the price of the corresponding call option is $2.25. According to the put-call parity theorem, if the risk-free rate of interest is 4%, and there are 90 days until expiration, the value of the put should be __
Select one:
a. $2.25
b. $3.91
c. $4.05
d. $5.52
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