What is a lower bound for the price of a six-month call option on a non-dividend-paying stock

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What is a lower bound for the price of a six-month call option on a non-dividend-paying stock when the stock price is $80, the strike price is $75, and the risk-free interest rate is 10% per annum? POL78

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Fundamentals Of Futures And Options Market

ISBN: 9780132242264

6th Edition

Authors: John C. Hull

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Question Posted: Oct 19, 2024 04:00 AM

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What is a lower bound for the price of a six-month call option on a non-dividend-paying stock when the stock price is $80, the strike price is $75, and the risk-free interest rate is 10% per annum?...
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What is a lower bound for the price of a six-month call option on a non-dividend-paying stock

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Fundamentals Of Futures And Options Market

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