Question
A CALL is priced at $4.45 with an exercise of $30.00 and 13 months to expiration. What is the price of the underlying STOCK (SO)
A CALL is priced at $4.45 with an exercise of $30.00 and 13 months 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 $2.58. The risk-free rate is currently 4.00%.Assume put/call parity, continuous compounding, and 12 months per year.34.6836.0332.6830.6031.87
A CALL is priced at $4.45 with an exercise of $30.00 and 13 months 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 $2.58. The risk-free rate is currently 4.00%.Assume put/call parity, continuous compounding, and 12 months per year.34.6836.0332.6830.6031.87
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Calculus One And Several Variables
Authors: Saturnino L Salas, Garret J Etgen, Einar Hille
10th Edition
0470472766, 9780470472767
