A call option with an exercise price of $90 and four months to expiration has a price
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A call option with an exercise price of $90 and four months to expiration has a price of $9.02. The stock is currently priced at $94.30, and the risk-free rate is 5 percent per year, compounded continuously. What is the price of a put option with the same exercise price?
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To calculate the price of a put option with the same exercise price you can use the putcall parity r...View the full answer
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Related Book For
Fundamentals Of Corporate Finance
ISBN: 9780072553079
6th Edition
Authors: Stephen A. Ross, Randolph Westerfield, Bradford D. Jordan
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