Calculate the price of a european put option

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Reference no: EM133332120

Question: Consider the European call option on a non-paying dividend stock with a strike of $139.33 and 1-year maturity. The current price of the stock is $114.16. The market price of the call is $10.01 and the 1-year interest rate is 5%.

Calculate the price of a European put option on the non-paying dividend stock with a strike of $139.33 and 1-year maturity.

Reference no: EM133332120

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