Question
A European call option and a European put option on a stock both have a strike price of $45 and expire in 6 months. Currently,
A European call option and a European put option on a stock both have a strike price of $45 and expire in 6 months. Currently, the stock price is $45.90 and the put price is $3.57. The risk-free rate is 2% per annum continuous compounding. Calculate the CALL price.
Hint: put-call parity
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Healthcare Finance An Introduction To Accounting And Financial Management
Authors: Louis Gapenski
1st Edition
1567930905, 978-1567930900
