For the situation considered in Problem 12.5, what is the value of a one-year European put option

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For the situation considered in Problem 12.5, what is the value of a one-year European put option with a strike price of $100? Verify that the European call and European put prices satisfy put–call parity.

Data from Problem 12.5. 

A stock price is currently $100. Over each of the next two six-month periods it is expected
to go up by 10% or down by 10%. The risk-free interest rate is 8% per annum with continuous compounding. What is the value of a one-year European call option with a strike
price of $100?

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