Question: In June 2001 a six-month call on Intel stock, with an exercise price of $22.50, sold for $2.30. The stock price was $27.27. The risk-free

In June 2001 a six-month call on Intel stock, with an exercise price of $22.50, sold for $2.30. The stock price was $27.27. The risk-free interest rate was 3.9 percent. How much would you be willing to pay for a put on Intel stock with the same maturity and exercise price?

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