Question
A stock is worth $52. A 2 year european call with strike 50 is trading at 5 and a two year european pout with strike
A stock is worth $52. A 2 year european call with strike 50 is trading at 5 and a two year european pout with strike $50 is trading at 3 dollars. interest rate is 1%. Find the two year forward price for the stock. find the implied dividend yield.
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Introduces Quantitative Finance
Authors: Paul Wilmott
2nd edition
470319585, 470319581, 978-0470319581
