A put option and a call option with an exercise price of $65 and three months to

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A put option and a call option with an exercise price of $65 and three months to expiration sell for $5.27 and $1.04, respectively. If the risk-free rate is 3.1 percent per year, compounded continuously, what is the current stock price?

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Fundamentals Of Corporate Finance

ISBN: 9781265553609

13th Edition

Authors: Stephen Ross, Randolph Westerfield, Bradford Jordan

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Question Posted: Aug 24, 2021 07:18 AM

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A put option and a call option with an exercise price of $65 and three months to

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Fundamentals Of Corporate Finance

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