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The price of a European call option on a non-dividend-paying stock with a strike price of...

The price of a European call option on a non-dividend-paying stock with a strike price of $50 is $6. The stock price is $51, the continuously compounded risk-free rate (all maturities) is 6% and the time to maturity is one year. What is the price of a one-year European put option on the stock with a strike price of $50?

a)$9.91

b)$7.00

c)$6.00

d)$2.09

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