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2) A European call option with strike price of $20 sells for $4.30. The option expires in three months, and the current stock price is
2) A European call option with strike price of $20 sells for $4.30. The option expires in three months, and the current stock price is \$22. If the risk-free interest rate is 6 percent, what is the price of a European put option with the same maturity and strike price? (12 points)
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Algorithmic Finance A Companion To Data Science
Authors: Christopher Hian-ann Ting
1st Edition
9811238308, 978-9811238307
