Question
Consider the following data for a European option: Expiration = 6 months; Stock price = $80; Exercise price = $75; Call option price = $12;
Consider the following data for a European option: Expiration = 6 months; Stock price = $80; Exercise price = $75; Call option price = $12; Risk-free rate = 5% per year. Using put-call parity, calculate the price of a put option having the same exercise price and expiration date. Please show work.
$3.07
$5.19
$11.43
$3.42
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QlikView For Finance
Authors: B. Diane Blackwood
1st Edition
1784395749, 978-1784395742
