Using put-call parity and a call premium of 1370 please, Ask an Expert

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Using put-call parity and a call premium of $13.70, please find the value of the put option on the stock given with a strike price of ($95) and a time to expiration of (3-month).

Given:

Stock price = $100; strike price = $95; interest rate = 10%; time to expiration = 3 month; standard deviation =50%

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Financial Management, Finance

Category:- Financial Management
Reference No.:- M92163463

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