Question
A one- month european put option on a non dividend paying stock is currently selling for $2.50. The stock price is $47, the strike price
A one- month european put option on a non dividend paying stock is currently selling for $2.50. The stock price is $47, the strike price is $50, and the risk free rate interest rate is 6% per annum. What opportunities are there for an arbitrageur ?
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Principles Of Finance
Authors: Besley, Scott Besley, Eugene F Brigham, Brigham
4th Edition
0324655886, 9780324655889
