Question: A stock is currently selling for $56 per share. A call option with an exercise price of $60 sells for $6.56 and expires in three
A stock is currently selling for $56 per share. A call option with an exercise price of $60 sells for $6.56 and expires in three months. If the risk-free rate of interest is 2.6 percent per year, compounded continuously, what is the price of a put option with the same exercise price?
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