Question
12) The price of a non-dividend paying stock is $19.24 and the price of a 3-month European put option on the stock with a strike
12) The price of a non-dividend paying stock is $19.24 and the price of a 3-month European put option on the stock with a strike price of $20 is $4.22. The risk-free rate is 5% per annum. What is the price of a 3-month European call option with a strike price of $20?
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Extreme Events In Finance A Handbook Of Extreme Value Theory And Its Applications
Authors: Francois Longin
1st Edition
1118650190, 978-1118650196
