Question
A stock is currently selling for $57.00 per share. A call option with an exercise price of $55.16 sells for $4.70 and expires in 3
A stock is currently selling for $57.00 per share. A call option with an exercise price of $55.16 sells for $4.70 and expires in 3 months. If the risk-free rate of interest is an EAR of 3.66%, what is the value of a put option with the same exercise price, maturity, and underlying asset?
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Money Banking And Financial Markets
Authors: Stephen Cecchetti, Kermit Schoenholtz
6th Edition
1260226786, 9781260226782
