Suppose XYZ stock is trading ($ 60, X Y Z) 6o European calls expiring in one year
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Suppose XYZ stock is trading \(\$ 60, X Y Z\) 6o European calls expiring in one year are trading at \(\$ 3\), and the annual risk-free rate is \(3 \%\). Using the put-call parity model determine the equilibrium price of an XYZ 6o European put expiring in one year.
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Muhammad Umair
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