Question
A put option is currently selling for $6.10. It has a strike price of $60 and seven months to maturity. The current stock price is
A put option is currently selling for $6.10. It has a strike price of $60 and seven months to maturity. The current stock price is $66. The risk-free rate is 3.0 percent and the stock will pay a $1.60 dividend in two months. What is the price of a call option with the same strike price?
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Pricing And Hedging Financial Derivatives A Guide For Practitioners
Authors: Leonardo Marroni, Irene Perdomo
1st Edition
1119953715, 978-1119953715
