Question
A call option is currently selling for $5.20. It has a strike price of $95 and eight months to maturity. What is the price of
A call option is currently selling for $5.20. It has a strike price of $95 and eight months to maturity. What is the price of a put option with a $95 strike price and eight months to maturity? The current stock price is $94, and the risk-free interest rate is 5.4 percent. (Do not round intermediate calculations. Round your answer to 2 decimal places.)
| Pull Price |
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Corporate Finance
Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe
13th Edition
1260772381, 978-1260772388
