Question
11. April call options on MSFT which expire in exactly three months and have a strike price of $25 were quoted Monday at $1.95. The
11. April call options on MSFT which expire in exactly three months and have a strike price of $25 were quoted Monday at $1.95. The stock was trading at $25.57. Assume that the risk free rate is 2.5% and the stock pays no dividends. Calculate the parity price of MSFT July Puts at $25?
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Finance And Industrial Policy
Authors: Giovanni Cozzi, Susan Newman, Jan Toporowski
1st Edition
0198744501, 978-0198744504
