A three-month european call option on the index with a, Financial Management

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A three-month european call option on the index with a

Consider a stock index currently standing at 250. The dividend yield on the index is 4% p.a., and the risk-free rate is 6% p.a. A three-month European call option on the index with a strike price of 245 is currently worth $10. What is the value of an identical three-month put option?

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