Question
A put option that expires in six months with an exercise price of $45 sells for $4.84. The stock is currently priced at $43, and
A put option that expires in six months with an exercise price of $45 sells for $4.84. The stock is currently priced at $43, and the risk-free rate is 3.5 percent per year, compounded continuously. What is the price of a call option with the same exercise price?
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Contemporary Financial Management
Authors: Don Cyr, Alfred Kahl, William Rentz, R. Moyer
1st Edition
017616992X, 978-0176169923
