19 PutCall Parity Alcatel-Lucent has a put option and a call option with an exercise price of...
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19 Put–Call Parity Alcatel-Lucent has a put option and a call option with an exercise price of €1 and three months to expiration, sell for €0.28 and €0.11, respectively. If the risk-free rate is 2.5 per cent per year, compounded continuously, what is the current share price?
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