If the risk-free rate is 45 percent per year compounded
A put option and a call option with an exercise price of $55 and three months to expiration sell for $1.20 and $5.30, respectively. If the risk-free rate is 4.5 percent per year, compounded continuously, what is the current stock price?
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a put option and a call option with an exercise price of 55 and three months to expiration sell for 120 and 530
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