Question
Construct put-call-forward parity using the data you gathered. Note that you will need an appropriate risk-free rate; many researchers will use the 3-month T-bill yield
Construct put-call-forward parity using the data you gathered. Note that you will need an appropriate risk-free rate; many researchers will use the 3-month T-bill yield as the risk-free rate. 01++0=0+1+
future is trading at 3964
the time is 86 days
the option strike price is 3910
with a call premium of 163.20
put premium of 118.50
and current price of stock at 3954.70
and t bill of .02
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All About Options
Authors: Thomas McCafferty
3rd Edition
0071484795, 978-0071484794
