18 PutCall Parity BP plc shares are currently selling for 4.29 per share. A put option with...
Question:
18 Put–Call Parity BP plc shares are currently selling for £4.29 per share. A put option with an exercise price of £4.40 sells for £0.25 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 call option with the same exercise price?
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: