A put option and a call option with an exercise price of $55 and three months to

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A put option and a call option with an exercise price of $55 and three months to expiration sell for $2.90 and $6.20, respectively. If the risk-free rate is 4.2 percent per year, compounded continuously, what is the current stock price?
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Corporate Finance Core Principles and Applications

ISBN: 978-0077905200

3rd edition

Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe, Bradford

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