Question
Given the following premiums for 1-year options on a stock, calculate the current price per share of the stock assuming K2 > 90. Strike Call
Given the following premiums for 1-year options on a stock, calculate the current price per share of the stock assuming K2 > 90.
| Strike | Call Premium | Put Premium |
| 90 | 9.9695 | 4.9096 |
| K2 | 7.0154 | 7.7782 |
A.Cannot be determined based on the given information
B.93.22
C.94.45
D.91.33
E.92.84
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Intermediate Financial Management
Authors: Brigham, Daves
10th Edition
978-1439051764, 1111783659, 9780324594690, 1439051763, 9781111783655, 324594690, 978-1111021573
