An analyst gathers the following information for a European option:
- Call price: $10
- Stock price: $40
- Exercise price: $60
- Interest rate: 3%
- Time to expiry: 1 year
According to put-call parity, the price of the put option is closest to: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz
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An analyst gathers the following information for a European option:
Call price: $10
Stock price: $40
Exercise price: $60
Interest rate: 3%
Time to expiry: 1 year
According to put-call parity, the price of the put option is closest to: