Question: Class Example Consider the following data for a European Option: Expiration = 6 months: Stock price = $80; Exercise price = $75 Call option price

Class Example Consider the following data for a European Option: Expiration = 6 months: Stock price = $80; Exercise price = $75 Call option price = $12, Risk-free rate : 5 percent per year. Using put-call parity, calculate the price of a put option having the same exercise price and expiration date

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