3. 3. Put-call parity [LO 25.1] A share is currently selling for $67. A call option with...
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3. 3.
Put-call parity [LO 25.1] A share is currently selling for $67. A call option with an exercise price of $70 sells for $3.21 and expires in three months. If the risk-free rate of interest is 2.6 per cent per year, compounded continuously, what is the price of a put option with the same exercise price?
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Related Book For 
Fundamentals Of Corporate Finance
ISBN: 9781743768051
8th Edition
Authors: Stephen A. Ross, Rowan Trayler, Charles Koh, Gerhard Hambusch, Kristoffer Glover, Randolph W. Westerfield, Bradford D. Jordan
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