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Equity Pricing/Valuation Given: - So = $120 - D = 3.50 in 30 days - D = 3.50 in 120 days - Maturity = 140
Equity Pricing/Valuation
Given:
- So = $120
- D = 3.50 in 30 days
- D = 3.50 in 120 days
- Maturity = 140 days
- Rf = 4%
(a) No-arbitrage price?
(b) Value 90 dis from now if S90? (to the long)
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