Strike price and expiration date as for the call option

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Reference no: EM131055251

The current price of a stock is $45, the annual risk-free rate is 6%, and a 1-year call option with a strike price of $60 sells for $7.20. What is the value of a put option, assuming the same strike price and expiration date as for the call option, assuming continuous compounding?

Reference no: EM131055251

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