Question
A stock is currently selling for $74 per share. A call option with an exercise price of $79 sells for $3.70 and expires in three
| A stock is currently selling for $74 per share. A call option with an exercise price of $79 sells for $3.70 and expires in three months. |
| If the risk-free rate of interest is 3.4 percent per year, compounded continuously, what is the price of a put option with the same exercise price? |
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Introduction To Machine Learning In Quantitative Finance An Advanced Textbooks In Mathematics
Authors: Hao Ni, Xin Dong, Jinsong Zheng, Guangxi Yu
1st Edition
1786349361, 9781786349361
