Question
A stock is currently selling at $94 per share. The price of a 3 month (to expiration) call option with an exercise price of $90
A stock is currently selling at $94 per share. The price of a 3 month (to expiration) call option with an exercise price of $90 is $9. if the risk free interest rate is 2% per year, what must be the price of a 3-month put option on this stock with exercise price of $90? (the stock pays no dividends)
A. $0
B. $2.56
C. $3.78
D. $4.56
E. none of the above
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Practical Financial Management
Authors: William R. Lasher
8th edition
1305637542, 978-1305887237, 1305887239, 978-1305637542
