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 $39 is currently trading for $1.32. If the risk-free interest rate is 7% per year, what is the price of a one-year European call option on Dynamic with a strike price of $ 39?
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Case Studies In Finance
Authors: Robert F. Bruner
4th Edition
0072338628, 978-0072338621
