Question
A stock is valued at $24 a share. A 6-month call option has a strike price of $25 and an option premium of $1.40. The
A stock is valued at $24 a share. A 6-month call option has a strike price of $25 and an option premium of $1.40. The market rate (RM) is 9.5% and the risk-free rate is 2.5%. What is the price of a 6-month put option with a $25 strike price?
$1.790
$1.043
$2.093
$2.145
$3.486
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Finance For Non Financial Managers
Authors: Pierre Bergeron
6th Edition
0176501630, 9780176501631
