3. Put-Call Parity (LO4, CFA1) A call option sells for ($8). It has a strike price of...

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3. Put-Call Parity (LO4, CFA1) A call option sells for \($8\). It has a strike price of \($80\) and six months until expiration. If the underlying stock sells for \($60\) per share, what is the price of a put option with an \($80\) strike price and six months until expiration? The risk-free interest rate is 6 percent per year.

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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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