What is price of six-month european call option

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Reference no: EM132003333

The price of a non-dividend paying stock is $55 and the price of a six-month European put option on the stock with a strike price of $50 is $3.8. The risk-free rate is 5% per annum with continuous compounding. What is the price of a six-month European call option with a strike price of $50?

Reference no: EM132003333

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