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24-05-2023
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A put option that expires in eight months with an exercise price of $58 sells for $4.47. The stock is currently priced at $61, and the risk-free rate is 2.7 percent per year, compounded continuously. What is the price of a call option with the same exercise price? a. $8.50 b. $8.20 c. $8.84 d. $.44

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