The price of a European call option on a stock with a strike price of $50 and a time to expiration of 1 year is $6. The
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The price of a European call option on a stock with a strike price of $50 and a time to expiration of 1 year is $6. The
The price of a European call option on a stock with a strike price of $50 and a time to expiration of 1 year is $6. The stock price is $51 and a dividend of $1 is expected in six months. The continuously compounded risk free rate for all maturities is 6% What is the price of a European put option on the stock with a strike price of $50 and a time to expiration of 1 year? O a $2.09 O b. $3.06 O c. $1.06
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