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El precio de una acci n es actualmente 4 0 . Se sabe que ser 4 2 o 3 8 al final de un mes.

El precio de una accin es actualmente 40. Se sabe que ser42 o 38 al final de un mes. La tasa libre de riesgo es del 4% anual con capitalizacin continua. Cul es el valor de una opcin call de un mes con un precio de ejercicio de 39qu posicin se debe tomar en la accin para cubrir una posicincorta en la opcin?

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