Question
chapter 5 Put-Call Parity The current price of a stock is $34, and the annual risk-free rate is 5%. A call option with a strike
chapter 5
Put-Call Parity
The current price of a stock is $34, and the annual risk-free rate is 5%. A call option with a strike price of $30 and 1 year until expiration has a current value of $6.20. What is the value of a put option written on the stock with the same exercise price and expiration date as the call option? Round your answer to the nearest cent.
$ ___________
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Quantitative Investment Analysis
Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
3rd edition
111910422X, 978-1119104544, 1119104548, 978-1119104223
