Call option sell for with same exercise price and expiration

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A put option with exercise price $50 and 6 months to expiration sells for $1.00. The continuously-compounded risk-free rate is 8% annually, and the stock sells for $56. How much must a call option sell for with the same exercise price and expiration? Select one: a. $ 6.00 b. $ 7.51 c. $ 8.96 d. $ 9.65 e. $10.84

Reference no: EM131186293

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