13. Put-Call Parity (LO4, CFA1) A put option is currently selling for ($8.30). It has a strike...

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13. Put-Call Parity (LO4, CFA1) A put option is currently selling for $$8.30$. It has a strike price of

$$80$ and seven months to maturity. The current stock price is $$83$. The risk-free rate is 5 percent and the stock will pay a $$1.40$ dividend in two months. What is the price of a call option with the same strike 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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13. Put-Call Parity (LO4, CFA1) A put option is currently selling for ($8.30). It has a strike...

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Fundamentals Of Investments Valuation And Management

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