Question: A put option that expires in 3 months with a strike (exercise) price of $37 sells for $4.2. The stock is currently priced at $36,
A put option that expires in 3 months with a strike (exercise) price of $37 sells for $4.2. The stock is currently priced at $36, and the risk-free rate is 3.0% per year, compounded continuously, What is the price of a call option with the same strike (exercise) price? (DO NOT ROUND intermediate steps, ONLY round and format your final answer into ONE decimal.)
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