Call option on non-dividend-paying stock with strike price

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Reference no: EM13925413

The price of a European call option on a non-dividend-paying stock with a strike price of $42 is $5. The stock price is $44, the continuously compounded risk-free rate (all maturities) is 6% and the time to maturity is one year. What, to the nearest cent, is the price of a one-year European put option on the stock with a strike price of $42?

Reference no: EM13925413

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