Question
A.K. Scott's stock is selling for $32 a share. A 3-month call on this stock with a strike price of $35.1 is priced at $1.
A.K. Scott's stock is selling for $32 a share. A 3-month call on this stock with a strike price of $35.1 is priced at $1. Risk-free assets are currently returning 0.3 percent per month. What is the price of a 3-month put on this stock with a strike price of $35?
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Money Banking And Financial Markets
Authors: Stephen Cecchetti
2nd Edition
0073523097, 9780073523095
