What is the price of a European call option on the stock

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Question - The price of a European put option on a non-dividend-paying stock with a strike price of $100 is $5. The stock price is $103, the annual and continuously compounded risk-free rate is 5% and the time to maturity is 6 months. What is the price of a European call option on the stock with the same strike price and maturity?

Reference no: EM132880558

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