Question: Imagine that a stock sells for $33. A call option with X = $35 and an expiration date in six months sells for $4.50. The

Imagine that a stock sells for $33. A call option with X = $35 and an expiration date in six months sells for $4.50. The annual risk-free rate is 5 percent. Calculate the price of a put option that expires in six months and has a strike price of $35.

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