Put-call parity imply the price of the corresponding put

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Reference no: EM132006726

Use the Black-Scholes model to price a call with the following characteristics:

            Stock price      =$28

            Strike price      =$40

            Time to expiration       =6 months

            Stock price variance    =0.65

            Risk-free interest rate =0.06

What does put-call parity imply the price of the corresponding put will be?

Reference no: EM132006726

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