A.K.Scott's stock is selling for $37 a share.A 3-month call on this stock with a strike price of $35 is priced at $3.40.Risk-free assets are currently returning 0.18 percent per month.What is the price of a 3-month put on this stock with a strike price of $35?
A) $1.71
B) $2.49
C) $2.99
D) $3.85
E) $4.20
Correct Answer:
Verified
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