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A non dividend-paying stock currently trades at $80. You short sell one share of stock, buy a call option and write a put option, both
A non dividend-paying stock currently trades at $80. You short sell one share of stock, buy a call option and write a put option, both with a strike price of $51. Your immediate cash inflow is $47.84. Both options expire in one year. Part 1 Attempt 1/10 for 10 pts. What is the risk-free rate Step by Step Solution
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Modern Portfolio Theory and Investment Analysis
Authors: Edwin Elton, Martin Gruber, Stephen Brown, William Goetzmann
9th edition
