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Business, 12.08.2020 06:01 starreee

You are considering purchasing a put option on a stock with a current price of $33. The exercise price is $35, and the price of the corresponding call option is $2.25. According to the put-call parity, if the continuously compounded interest rate is 4% and there are 90 days until expiration, the value of the put should be . (Assume 365 days a year) A. $2.25 B. $3.91 C. $4.05 D. $5.52

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