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9/18 Suppose the following for European options: Stock price = $94 3-month call options with strike price $97 3-month put option with strike price $98
9/18 Suppose the following for European options: Stock price = $94 3-month call options with strike price $97 3-month put option with strike price $98 1-year risk-free rate is 3%. Assuming that the call option was traded for $5.5 and was correct, what then would be the put option
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Urban Infrastructure Finance And Management
Authors: K. Wellman, Marcus Spiller
1st Edition
0470672188, 978-0470672181
