What is the price of put option with same exercise price

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A stock is currently selling for $75 per share. A call option with an exercise price of $80 sells for $3.75 and expires in three months.

If the risk-free rate of interest is 3.5 percent per year, compounded continously, what is the price of a put option with the same exercise price? (Do not round intermediate calclations and round your answer to 2 decimal places)

Put Price $

Reference no: EM131825656

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