Question
A 215 strike Jan 17, 2021 call option on AMGN is trading at 4.61. AMGN's stock is trading at 209.00. The quoted risk free rate
A 215 strike Jan 17, 2021 call option on AMGN is trading at 4.61. AMGN's stock is trading at 209.00. The quoted risk free rate is 1.64% on a discount basis. The spot price of corn is 3.85, and the 3 month ahead futures price is 3.97. The USD/JPY spot is 108.57, and the 3 month forward is 107.75. What is the breakeven price?
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Corporate Finance Reader
Authors: Robert W. Kolb
2nd Edition
1878975536, 978-1878975539
