Question
Chevron is selling for $13.95 a share. The 6-month, $15 strike, European put on its stock is selling for $2.06 while the continuously compounded risk-free
Chevron is selling for $13.95 a share. The 6-month, $15 strike, European put on its stock is selling for $2.06 while the continuously compounded risk-free rate is 6.3%. What is the price of the European call using put-call parity?
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Fixed Income Securities Tools For Todays Markets
Authors: Bruce Tuckman, Angel Serrat
4th Edition
1119835550, 978-1119835554
