Question: 14) Multiples-Multiples-Multiples (MMM), a private equity firm, has a stock price of $89. MMM pays no dividends. A put option on MMM stock with an

14) Multiples-Multiples-Multiples (MMM), a private equity firm, has a stock price of $89. MMM pays no dividends. A put option on MMM stock with an exercise price of $100 and an expiration date 6 months from now is worth $12.6 today. The (continuously compounded) risk-free rate is 2.5%. Compute the value of a call option on MMM stock with an exercise price of $100 and an expiration date 6 months from now

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