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Put-call parity theorem

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You are considering purchasing a put option on a stock with a current price of $33. The exercise price is $34, and the price of the corresponding call option is $2.1. According to the put-call parity theorem, if the risk-free rate of interest is 2% every year with daily compounding and there are 30 days until expiration, the value of the put should be. (Assume there are 365 days in a year,)

Reference no: EM133112880

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