Question
A call option with a current value of $4.00. A put option with a current value of $9.30. Both options written on the same stock,
A call option with a current value of $4.00. A put option with a current value of $9.30. Both options written on the same stock, with 1 year until expiration, and a strike price of $43.00. The prevailing risk-free rate is 6.00%. What must be the current price of the stock on which these two options are written?
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Options Futures and Other Derivatives
Authors: John C. Hull
10th edition
013447208X, 978-0134472089
