Price associated put using put-call parity

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Reference no: EM131933546

Price a 3-Month call option witha strike price of $20, assuming an annual standard deviation of 20% on returns, a risk free rate of 5% and a current stock price of $19.85.

1) Price the associated put using put-call parity

2) Reprice both options after changing maturity to 1 year

Reference no: EM131933546

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