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El precio de una accin es actualmente de $50. Se sabe que al cabo de dos meses ser de 53 o 48 dlares. La tasa

El precio de una accin es actualmente de $50. Se sabe que al cabo de dos meses ser de 53 o 48 dlares. La tasa de inters libre de riesgo es del 10% anual con capitalizacin continua. Cul es el valor de una opcin de compra europea a dos meses con un precio de ejercicio de 49 dlares? Utilice argumentos sin arbitraje

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