Question
A put option that expires in six months with an exercise price of $35 sells for $4.70. The stock is currently priced at $31, and
| A put option that expires in six months with an exercise price of $35 sells for $4.70. The stock is currently priced at $31, and the risk-free rate is 4.4 percent per year, compounded continuously. |
| What is the price of a call option with the same exercise price? |
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Introduction To Machine Learning In Quantitative Finance An Advanced Textbooks In Mathematics
Authors: Hao Ni, Xin Dong, Jinsong Zheng, Guangxi Yu
1st Edition
1786349361, 9781786349361
