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What is the price of a put option with the exercise price

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Question 1: XYZ Inc. has stock is selling for $62 per share. A call and a put option, both with an exercise price of $66 trade on XYZ's stock. The options expire in three months. The risk-free rate of interest is 2.8% per year, compounded continuously and the volatility of the underlying assets is 29%. What is the price of a put option with the exercise price of $66 and expiration date in 3 months?

Reference no: EM132869365

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