The price of a european call that expires in six months


The price of a European call that expires in six months and has a strike price of $30 is $2.  The underlying stock price is $12.  The continuously compounded risk-free interest rate is 10%.  What is the price of a European put option on the same stock that expires in six months and has a strike price of $30?

 

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Finance Basics: The price of a european call that expires in six months
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