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2) The price of a European call option on a non-dividend-paying stock with a strike price of The stock price is $51, the continuously compounded
2) The price of a European call option on a non-dividend-paying stock with a strike price of The stock price is $51, the continuously compounded risk-free rate (all maturities) i time to maturity is one year. What is the price of a one-year European put option on the stock with a strike price of $50? A) $2.09 B) $6.00 C) $9.91 D) $7.00
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The Finance Book
Authors: Stuart Warner, Si Hussain
2nd Edition
1292401982, 978-1292401980
