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What is the value of the european put option written

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The current price of a stock is $36 and the continuous compounding risk free rate is 6%. The stock pays a continuous dividend yield of 2.5%. A European stock option with a strike price of $35 and one year until expiration has a current value of $5.64. What is the value of the European put option written on the stock with the same strike price and expiration date as the call?

Reference no: EM132585615

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