Question
A stock is currently $45 and the risk free rate is 5.75% per annum. A six-month European call option on this stock with a strike
A stock is currently $45 and the risk free rate is 5.75% per annum. A six-month European call option on this stock with a strike price of $42.50 has a price of $6.00. What is the price of a European put option on this stock with the same exercise price and maturity?
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2.33
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3.50
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none of the above
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Essentials Of Managerial Finance
Authors: Scott Besley, Eugene F. Brigham
13th Edition
0324258755, 9780324258752
