What should be the underlying stock price

Reference no: EM131971087

Question: A European call with a strike price of $50 and a maturity of one year is worth $6. A European put with a strike price of $50 and a maturity of one year is worth $7.5. Assume interest rate to be 1%. What should be the underlying stock price so that call price and put price are priced correctly?

use at least 6 decimal places

Reference no: EM131971087

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