A european-style call option and a european-style put


A European-style call option and a European-style put option share the same underlying stock, same time to maturity of three months, and same exercise price of $55. The put option is priced at $6.70. If the risk free rate is 5 percent per year and the stock price is $52. Compute the call option price.

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Financial Management: A european-style call option and a european-style put
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