Question
A call option with 6 months to expiration currently sells for $0.50. A put option with the same expiration sells for $0.58. The options are
A call option with 6 months to expiration currently sells for $0.50. A put option with the same expiration sells for $0.58. The options are European style. The risk-free rate is 2.5 percent and the strike price of both options is $52. What is the current stock price?
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Business Math
Authors: Cheryl Cleaves, Margie Hobbs, Jeffrey Noble
10th edition
133011208, 978-0321924308, 321924304, 978-0133011203
