A put option and a call option with an exercise price of $105 and three months to

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A put option and a call option with an exercise price of $105 and three months to expiration sell for $4.89 and $5.32, respectively. If the risk-free rate is 4.8 percent per year, compounded continuously, what is the current stock price?

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Corporate Finance

ISBN: 978-1259918940

12th edition

Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe, Bradford Jordan

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Question Posted: Dec 09, 2019 07:22 AM

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A put option and a call option with an exercise price of $105 and three months to

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Corporate Finance

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