Question: A call option with a current value of $7.20. A put option with a current value of $8.70. Both options written on the same stock,
A call option with a current value of $7.20. A put option with a current value of $8.70. Both options written on the same stock, with 1 year until expiration, and a strike price of $52.00. The prevailing risk-free rate is 5.00%. What must be the current price of the stock on which these two options are written?
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