Question: A put option that expires in 9 months with a strike (exercise) price of $49 sells for $5.2 . The stock is currently priced at
A put option that expires in 9 months with a strike (exercise) price of $49 sells for $5.2 . The stock is currently priced at $47 , and the risk-free rate is 3.5% per year, compounded continuously.
What is the price of a call option with the same strike (exercise ) price?
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