Question
Construct a synthetic security to mimic the following call option. Then find the value of this synthetic security (call option). Stock price: $430 Exercise (Strike)
Construct a synthetic security to mimic the following call option. Then find the value of this synthetic security (call option).
Stock price: $430
Exercise (Strike) price: $430
The stock price will either rise to $573.33 or fall to $322.50 in three months.
Risk free rate: 2.3% annual
Option life: 3 months
2. What is the value of the put option, given the above call option value?
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Foundations Of Statistics For Data Scientists With R And Python
Authors: Alan Agresti
1st Edition
0367748452, 978-0367748456
