Question
Dynamic Energy Systems stock is currently trading for $38 per share. The stock pays no dividends. A one-year European put option on Dynamic with a
Dynamic Energy Systems stock is currently trading for $38 per share. The stock pays no dividends. A one-year European put option on Dynamic with a strike price of $43 is currently trading for $5.24. If the risk-free interest rate is 11% per year, what is the price of a one-year European call option on Dynamic with a strike price of $43? (round answer two decimal places)
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Fundamentals Of Corporate Finance
Authors: Robert Parrino, David S. Kidwell, Thomas W. Bates
5th Edition
1119795435, 978-1119795438
