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Consid rese una acci n que no paga dividendos cuyo precio el d a de hoy es de $ 5 5 . Se conocen las

Considrese una accin que no paga dividendos cuyo precio el da de hoy es de $55. Se conocen las primas de las siguientes opciones sobre dicha accin:
(i) La prima de una call con plazo de un ao y strike de $50 es de $12.
(ii) La prima de una call con plazo de un ao y strike de $55 es de $8.
(iii) La prima de una put con plazo de un ao y strike de $60 es de $3.
Demuestre que la tasa libre de riesgo con composicin continua r debe estar en el intervalo 0.1054,0.1508.
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