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A non-dividend paying stock is currently priced at S = $23.50 per share. What is the price of a 3-month put option with K =
A non-dividend paying stock is currently priced at S = $23.50 per share. What is the price of a 3-month put option with K = $24.00 if r = 5.0% continuously compounded per annum, and if an otherwise similar call option is priced at $1.45
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Financial Management Core Concepts
Authors: Raymond M Brooks
2nd edition
132671034, 978-0132671033
