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A put option on Jupiter stock with a strike price of $90 and a six-month expiration is selling at $12. The stock price of Jupiter
- A put option on Jupiter stock with a strike price of $90 and a six-month expiration is selling at $12. The stock price of Jupiter is $83 today. If the risk-free rate is 3% and Jupiter pays no dividends, what should be the price of a six-month 90strike call option for one share of Jupiter stock?
| A. | $13.3 | |
| B. | $7.0 | |
| C. | $17.7 | |
| D. | $6.3 |
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Investments
Authors: Zvi Bodie
12th Edition
1260819426, 9781260819427
