GS,Inc.stock is selling for $28 a share.A 3-month call on GS stock with a strike price of $30 is priced at $1.50.Risk-free assets are currently returning 0.25 percent per month.What is the price of a 3-month put on GS stock with a strike price of $30?
A) $.50
B) $2.02
C) $2.73
D) $3.03
E) $3.28
Correct Answer:
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