Question
A European put option on Google stock costs $29. It expires in 0.5 years and has a strike price of 800. Google does not pay
A European put option on Google stock costs $29. It expires in 0.5 years and has a strike price of 800. Google does not pay dividends and its stock price is $870. The risk-free rate is 1.6% (EAR).
What should be the price of the call option with the same strike price and expiration date?
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Taxation Of Individuals And Business Entities 2015
Authors: Brian Spilker, Benjamin Ayers, John Robinson, Edmund Outslay, Ronald Worsham, John Barrick, Connie Weaver
6th Edition
978-1259206955, 1259206955, 77862368, 978-0077862367
