If the effective annual risk-free rate of interest is 6 and, Financial Management

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If the effective annual risk-free rate of interest is 6 and

A put option on a stock with a current price of $45 has an exercise price of $47. The price of the corresponding call option is $4.05. According to put-call parity, if the effective annual risk-free rate of interest is 6% and there are four 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 6 and

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Financial Management: If the effective annual risk-free rate of interest is 6 and

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