Question
A call option with an exercise price of $70 and three months to expiration has a price of $4.10. The stock is currently priced at
A call option with an exercise price of $70 and three months to expiration has a price of $4.10. The stock is currently priced at $69.80, and the risk-free rate is 5 percent per year, compounded continuously. What is the price of a put option with the same exercise price?
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Fintech In Islamic Finance Theory And Practice
Authors: Umar A. Oseni, S. Nazim Ali
1st Edition
1138494801, 978-1138494800
