If the effective annual risk-free rate of interest is 4 and, Financial Management

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If the effective annual risk-free rate of interest is 4 and

A put option on a stock with a current price of $49 has an exercise price of $51. The price of the corresponding call option is $4.65. According to put-call parity, if the effective annual risk-free rate of interest is 4% and there are three months until expiration, what should be the value of the put? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Value of the put ?

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Financial Management: If the effective annual risk-free rate of interest is 4 and

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Financial Management: If the effective annual risk-free rate of interest is 4 and

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