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A call option with a current value of $6.40. A put option with a current value of $7.80. Both options written on the same stock,
A call option with a current value of $6.40. A put option with a current value of $7.80. Both options written on the same stock, with 1 year until expiration, and a strike price of $60.00. The prevailing risk-free rate is 5.00%. What must be the current price of the stock on which these two options are written? *** In your calculations, use simple discounting instead of continuous discounting. (round off to 2 decimals).
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