Question
A call option with a current value of $5.30. A put option with a current value of $6.10. Both options written on the same stock,
A call option with a current value of $5.30. A put option with a current value of $6.10. Both options written on the same stock, with 1 year until expiration, and a strike price of $56.00. The prevailing risk-free rate is 7.00%. What must be the current price of the stock on which these two options are written?
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Matlab An Introduction with Applications
Authors: Amos Gilat
5th edition
1118629868, 978-1118801802, 1118801806, 978-1118629864
