Question
1. What is the value of a European put option assuming S 0 =$100, X=$95, C 0 =$13.70, r F =0.10, standard deviation = 0.50,
1. What is the value of a European put option assuming S0=$100, X=$95, C0=$13.70, rF=0.10, standard deviation = 0.50, and T=0.25?
2. Comparing to the value of the call option ($14.04) , is this consistent with put-call parity?
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Financial Markets And Corporate Strategy
Authors: Mark Grinblatt, Sheridan Titman
2nd Edition
0071157611, 9780071157612
