Question
Consider a stock with a price with S=100 and pays no dividends. The annual risk-free is 10%. A European put option on the stock with
Consider a stock with a price with S=100 and pays no dividends. The annual risk-free is 10%. A European put option on the stock with a strike 100 and an expiration one year from now has a price of 10. What is the price of a European call option on this stock index with the same strike?
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Of Synthetic Finance Three Essays Of Speculative Materialism
Authors: Benjamin Lozano
1st Edition
1138790842, 978-1138790841
