Question
A put option and a call option with an exercise price of $50 expire in three months and sell for $.84 and $5.10, respectively. If
A put option and a call option with an exercise price of $50 expire in three months and sell for $.84 and $5.10, respectively. If the stock is currently priced at $53.38, what is the annual continuously compounded rate of interest?
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Financial Modeling
Authors: Simon Benninga
4th Edition
0262027283, 9780262027281
