The current price of a stock is $ 47.93 and the annual risk-free rate is 5.3 percent. A put option with an exercise price of $55 and one year until expiration has a current value of $ 2.83 . What is the value of a call option written on the stock with the same exercise price and expiration date as the put option?
The current price of a stock is $ 47.93 and the annual risk-free rate is 5.3 percent. A put option with an
exercise price of $55 and one year until expiration has a current value of $ 2.83 . What is the value of a call option written on the stock with the same exercise price and expiration date as the put option?
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