Question
A European call option and put option on a stock both have a strike price of $20 and an expiration date in three months. The
A European call option and put option on a stock both have a strike price of $20 and an expiration date in three months. The risk-free interest rate is 10% per annum, the current stock price is $19. If the call option sells for $3, what is the price of the put option based on the put-call parity?
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Financial Reporting And Statement Analysis A Strategic Perspective
Authors: Clyde P. Stickney, Paul Brown
4th Edition
0030238110, 978-0030238116
