Question
Based on the information below, how much would you pay for a put option (with the same strike and maturity as the call below)?A call
Based on the information below, how much would you pay for a put option (with the same strike and maturity as the call below)?A call for for XYZ with exercise price of $173 and 6-month maturity is currently trading for $20. The risk free rate is 2% and the price of XYZ is $175.
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The Palgrave Handbook Of Technological Finance
Authors: Raghavendra Rau, Robert Wardrop, Luigi Zingales
1st Edition
3030651169, 978-3030651169
