Question
Assume a Companys stock price is $ 55, the strike price on a put option on the stock is equal to $53, the call premium
Assume a Companys stock price is $ 55, the strike price on a put option on the stock is equal to $53, the call premium is $3 and interest rate is $5. Assume an option maturity of 3 months. Calculate the price of the put option
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Risk Management And Insurance
Authors: James TrieschmannSandra GustavsonSandra Gustavson, Robert HoytSandra Gustavson, Robert Hoyt, David Sommer
12th Edition
0324183208, 9780324183207
