Question
A call option currently sells for $6.50. It has a strike price of $75 and five months to maturity. A put with the same strike
A call option currently sells for $6.50. It has a strike price of $75 and five months to maturity. A put with the same strike and expiration date sells for $4.75. If the risk-free interest rate is 4.2 percent, what is the current stock price?
a. 84.98
b. 62.48
c. 75.48
d. 62.81
e. 71.98
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Fundamentals Of Healthcare Finance
Authors: Paula H. Song, Kristin L. Reiter
4th Edition
1640553223, 978-1640553224
