A current stock price is $50, and a call option with a strike price of $55 maturing
Question:
A current stock price is $50, and a call option with a strike price of $55 maturing in two months has a price of $8. The stock will pay a $1 dividend in one month. If the interest rate is 6 percent, what is the price implied by put-call parity for a put option with a $50 strike price that matures in two months?
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Rearranging the putcall pari...View the full answer
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Related Book For 
Fundamentals Of Investments Valuation And Management
ISBN: 9781266824012
10th Edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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