Question
A stock will either be worth $90 in a year or $75. A call option on the stock will either pay off $10 or be
A stock will either be worth $90 in a year or $75. A call option on the stock will either pay off $10 or be worthless in a year. A put option will either pay off $5 or be worthless in a year. What is the strike price of the options?
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Quantitative Financial Risk Management
Authors: Constantin Zopounidis, Emilios Galariotis
1st Edition
1118738187, 978-1118738184
