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Find price of call and put options with 6 months to maturity, 0.5% monthly risk free interest rate, and $45 exercise price with the following
Find price of call and put options with 6 months to maturity, 0.5% monthly risk free interest rate, and $45 exercise price with the following data from Day 1 to Day 5 Daily closing prices for the underlying stock are as follows: YOU ARE ALLOWED TO WORK IN GROUP OF UP TO 4 STUDENTS (1 or 2 or 3 or 4 students in the same group) Month Stock price Day 5 $41.00 Day 4 $42.00 Day 3 $38.00 Day 2 $42.00 Day 1 $40.00
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