Question
1. A stock is currently selling for $40 per share. A call option with an exercise price $ 41 sells for $ 1.50 and expired
1.A stock is currently selling for $40 per share. A call option with an exercise price $ 41 sells for $ 1.50 and expired in three months. If the risk free rate ofinterest is 3 percent per year, compounded continuously, what is the price of put option with same exercise price and expiration date?
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Fundamentals of Corporate Finance
Authors: Stephen Ross, Randolph Westerfield, Bradford Jordan
11th edition
77861701, 978-0077861704
