The current price of a stock is $33, and the annual risk-free rate is 6 percent. A
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The current price of a stock is $33, and the annual risk-free rate is 6 percent. A call option with an exercise price of $32 and 1 year until expiration has a current value of $6.56. What is the value of a put option written on the stock with the same exercise price and expiration date as the call option?
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Related Book For 
Financial management theory and practice
ISBN: 978-0324422696
12th Edition
Authors: Eugene F. Brigham and Michael C. Ehrhardt
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