Question
A put option that expires in five months with an exercise price of $60 sells for $2.03. The stock is currently priced at $62, and
A put option that expires in five months with an exercise price of $60 sells for $2.03. The stock is currently priced at $62, and the risk-free rate is 4.1 percent per year, compounded continuously. What is the price of a call option with the same exercise price?
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International Finance Theory And Policy
Authors: Paul Krugman, Maurice Obstfeld, Marc Melitz
12th Global Edition
1292417005, 978-1292417004
