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Currently the price of AMZN, a non-dividend paying stock, is $100. The prices of a one-year European call and a one-year European put on AMZN,
Currently the price of AMZN, a non-dividend paying stock, is $100. The prices of a one-year European call and a one-year European put on AMZN, both with the same strike price are $18.1 and $7.2, respectively. The risk-free rate is 3%. According to the put-call parity, what is the strike price of the two options? Group of answer choices 91.77 114.23 110.9 100
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Finance And Economics Discussion Series A Quantitative Defense Of Stabilization Policy
Authors: United States Federal Reserve Board, Darrel Cohen
1st Edition
1288717148, 9781288717149
