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A share of tesla is selling on the market at $47. Riskfree rate is 7%. European Put on stock Y is available at 7, its
A share of tesla is selling on the market at $47. Riskfree rate is 7%. European Put on stock Y is available at 7, its time to expiration is 1 year and exercise (strike) price is $55. Based on Put - C Call parity the price of a European Call option on tesla with the same parameters is closest to:
8.2
7.0
2.7
1.9
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International Finance Transactions Policy And Regulation
Authors: Hal S. Scott
15th Edition
159941547X, 978-1599415475
