Question
A call option is currently selling for $3.40. It has a strike price of $60 and seven months to maturity. What is the price of
A call option is currently selling for $3.40. It has a strike price of $60 and seven months to maturity. What is the price of a put option with a $60 strike price and seven months to maturity? The current stock price is $61, and the risk-free interest rate is 6 percent.
(Do not round intermediate calculations. Round your answer to 2 decimal places.)
Put price?
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Distressed Debt Analysis Strategies For Speculative Investors
Authors: Stephen Moyer
1st Edition
1932159185, 978-1932159189
