How much is the value of a put

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On the market, the premium for a European call for GBP (British pounds) with expiration of 6 months and exercise price of $1.3 /GBP is $13. The underlying value of the currency is $ 1.33 /GBP.

How much is the value of a put, using put-call parity, if the U.S. risk free rate is 2.1% and the British is 3%?

Reference no: EM132465611

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