Question: Consider a 4-year 12% coupon bond with a face value of 1000. It pays semi-annual coupons and is issued today. A call and put (both

Consider a 4-year 12% coupon bond with a face value of 1000. It pays semi-annual coupons and is issued today. A call and put (both with the same strike price of 850 and same 1-year maturity) on that bond are available. The call is priced at 50. The continuously compounded rate is 6%. Calculate the put price.

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