11. Put-Call Parity (LO4, CFA1) A call option is currently selling for ($3.90). It has a strike...

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11. Put-Call Parity (LO4, CFA1) A call option is currently selling for $$3.90$. It has a strike price of

$$45$ and five months to maturity. The current stock price is $$47$ and the risk-free rate is 4 percent.

The stock will pay a dividend of $$1.45$ in two months. What is the price of a put option with the same exercise price?

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Fundamentals Of Investments Valuation And Management

ISBN: 9781260013979

9th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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Question Posted: Jul 25, 2024 08:02 AM

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11. Put-Call Parity (LO4, CFA1) A call option is currently selling for ($3.90). It has a strike...

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Fundamentals Of Investments Valuation And Management

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