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You are considering purchasing a put option on a stock with a current price of $32. The exercise price is $36, and the price of
You are considering purchasing a put option on a stock with a current price of $32. The exercise price is $36, and the price of the corresponding call option is $2.95. 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 ____________. |
$6.60
$6.74
$2.95
$8.21
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