What is the price per share of otherwise similar call option

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A stock is priced at $51.76 per share. The stock does not pay dividends. A European put option on the stock is priced at $2.20 per share. The put option expires in 2 months and has a strike price of $41 per share. Suppose the interest rate for continuous compounding is 2.13%.

To rule out arbitrage, what is the price per share of an otherwise similar call option?

Reference no: EM132826083

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