What is the price of european put option

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The price of a European call option that expires in six months and has a strike price of $30 is $2. The underlying stock price is $29. The risk-free interest rate is 2.96% (EAR). What is the price of a European put option that expires in 6 months and has a strike price of $30? Assume continuous compounding.

Reference no: EM132036943

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