Question
A stock is currently selling at $100 per share. The price of a 3-month (to expiration) call option with an exercise price of $90 is
A stock is currently selling at $100 per share. The price of a 3-month (to expiration) call option with an exercise price of $90 is $19. If the risk-free interest rate is 1% per year, what must be the price of a 3-month put option on this stock with an exercise price of $90?
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Essentials Of Investments
Authors: Zvi Bodie, Alex Kane, Alan Marcus
11th Edition
1260288390, 978-1260288391
