Use the black-scholes model to price a call with the, Ask an Expert

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Use the Black-Scholes model to price a call with the following characteristics:

Stock price =$28

Strike price =$40

Time to expiration =6 months

Stock price variance =0.65

Risk-free interest rate =0.06

What does put-call parity imply the price of the corresponding put will be?

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Financial Management, Finance

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