Money european call option on the stock

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Reference no: EM132045294

A stock has a price of 100. It is expected to pay a dividend of $3 per share at year-end. An at-the-money European put option with 1 year maturity sells for $8. If the annual interest rate is 4%, what must be the price of an at-the-money European call option on the stock with 1 year maturity.

Reference no: EM132045294

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