Put-call parity a put option that expires in six months


Put−Call Parity A put option that expires in six months with an exercise price of $40 sells for $4.75. The stock is currently priced at $36, and the risk-free rate is 4.5 percent per year, compounded continuously. What is the price of a call option with the same exercise price? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) Call price $

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Financial Management: Put-call parity a put option that expires in six months
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