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A put option has a strike price of $70.00, costs $7.77, and has a maturity of 77 days. The underlying stock price is currently $77.77.
A put option has a strike price of $70.00, costs $7.77, and has a maturity of 77 days. The underlying stock price is currently $77.77. Assume an annual risk-free interest rate of 7%. What is the price of a call option with the same strike price and maturity date? (1 point) There is an 8-month call option that costs $3.50 with a strike price of $22.00. An 8-month forward contract on the underlying has a price of $20.68. Assume an annual risk-free interest rate of 5%. What is the price of an 8 -month put option with a strike of $22.00 ? (1 point)
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