Question
A stock is trading at $25. A three-month European put option with a strike of $40 costs $14.527 and has a theta of 1.594. Everything
A stock is trading at $25. A three-month European put option with a strike of $40 costs $14.527 and has a theta of 1.594. Everything else held comstant, after 10 trading days (about 0.04 years), you expect the put price to be:
Group of answer choices
25.00
15.00
14.59
14.46
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Lessons In Corporate Finance
Authors: Paul Asquith, Lawrence A. Weiss
2nd Edition
1119537835, 978-1119537830
