Currently, company ABC's stock is selling at 51.83 per share, its 4-month put option is selling at
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Question:
Currently, company ABC's stock is selling at 51.83 per share, its 4-month put option is selling at 4.89 per put with strike price 54.50. If the annual risk-free rate is 2.86%, what would be the price for the 4-month call option with the same strike price?
Expert Answer:
To calculate the price of the 4month call option with the same strike price we can use the principle... View the full answer
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