GSX stock is selling for $32.40 a share. A 4-month call on GSX stock with a strike price of $35 is priced at $.55. Risk-free assets are currently returning .3 percent per month. What is the price of a 4-month put on GSX stock with a strike price of $35?

A) $2.46
B) $3.48
C) $4.09
D) $2.73
E) $3.02


D) $2.73

Business

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