Question
A put option and a call option with an exercise price of $70 and three months to expiration sell for $1.35 and $4.20, respectively If
A put option and a call option with an exercise price of $70 and three months to expiration sell for $1.35 and $4.20, respectively If the risk-free rate is 4.6 percent per year, compounded continuously, what is the current stock price?
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Risk Sensitive Investment Management
Authors: Mark H A Davis, Sébastien Lleo
1st Edition
9814578037, 978-9814578035
