The Manitoba Life Assurance Corp. (MLAC) currently has sharestrading. Suppose MLACs stock is currently selling for $42 and aput option with a value of $3 has an exercise price of $40 and 6months until expiration . To prevent arbitrage opportunities whatshould be the value of a call option with the same strike price andexpiration date? Assume that the options are European and that theeffective annual risk-free rate is 6%.
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