What is the price of a three-month european put option

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Reference no: EM131087907

The price of a non-dividend paying stock is $19 and the price of a three-month European call option on the stock with a strike price of $20 is $1.2. The risk free rate is 4% per annum. What is the price of a three-month European put option with a strike price of $20.

Reference no: EM131087907

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