Question
A stock is currently trading at $50. The continuously compounded interest rate is 10%. A call option with 6 month expiration and strike price of
A stock is currently trading at $50. The continuously compounded interest rate is 10%. A call option with 6 month expiration and strike price of 50 is currently selling at 8.13. What is the price of a put option on the stock with the same exercise price and maturity as the call?
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Adventure Finance
Authors: Aunnie Patton Power
1st Edition
3030724271, 978-3030724276
