What the price of the call option is closest to

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Problem 1: European call and put options on the same stock with the same exercise prices of $45 will expire in 115 days. The underlying stock is currently priced at $48 and makes no cash payments during the life of these options. The risk-free rate is 4.5% per annum with continuous compounding. The put is currently selling for $3.75. According to the put-call parity, the price of the call option is closest to

Reference no: EM132998182

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