Question: A put option is currently selling for $7.5. It has a strike price of $85 and seven months to maturity. The current stock price is
A put option is currently selling for $7.5. It has a strike price of $85 and seven months to maturity. The current stock price is $88. The risk-free rate is 6 percent, and the stock will pay a $2.9 dividend in two months. What is the price of a call option with the same strike price?
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