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A CALL is priced at $3.50 with an exercise of $47.50 and 13 weeks to expiration. What is the price of the underlying STOCK (SO)
A CALL is priced at $3.50 with an exercise of $47.50 and 13 weeks to expiration. What is the price of the underlying STOCK (SO) if a PUT with the same exercise and time to expiration has a premium of $1.96. The risk-free rate is currently 5.00%. Assume put/call parity, continuous compounding, and 52 weeks per year. 52.83 44.11 46.26 48.45 50.48
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The Handbook Of Financial Modeling
Authors: Jack Avon
1st Edition
1430262052, 978-1430262053
