What must be price of an at-the-money european call option


A stock has price of 100. it is expected to pay dividend of $2 per share at year end. An at-the-money European put option with 1 year maturity sells for 7$. if the annual interest rate is 5%, what must be price of an at-the-money European call option on stock with 1 year maturity.

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Finance Basics: What must be price of an at-the-money european call option
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