What is price of call option with the same exercise price

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Reference no: EM131618739

A put option that expires in six months with an exercise price of $60 sells for $4.40. The stock is currently priced at $56, and the risk-free rate is 3.8 percent per year, compounded continuously.

What is the price of a call option with the same exercise price? (Do not round intermediate calculations and round your final answer to 2 decimal places (e.g., 32.16).)

Reference no: EM131618739

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