PutCall Parity An equity sells for 40 per share. The continuously compounded risk-free rate is 8 per

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Put–Call Parity An equity sells for €40 per share. The continuously compounded risk-free rate is 8 per cent per year. A call option with one month to expiration and a strike price of €45 sells for €1.

What is the value of a put option with the same expiration and strike?

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Fundamentals Of Corporate Finance

ISBN: 9780077178239

3rd Edition

Authors: David Hillier, Iain Clacher, Stephen A. Ross

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Question Posted: Jul 19, 2024 05:00 PM

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PutCall Parity An equity sells for 40 per share. The continuously compounded risk-free rate is 8 per

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Fundamentals Of Corporate Finance

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