Question
GSX stock is selling for $32.40 a share. A 4-month call on GSX stock with a strike price of $35 is priced at $.55. Risk-free
GSX stock is selling for $32.40 a share. A 4-month call on GSX stock with a strike price of $35 is priced at $.55. Risk-free assets are currently returning .3 percent per month. What is the price of a 4-month put on GSX stock with a strike price of $35?
| A. | $2.46 | |
| B. | $3.48 | |
| C. | $4.09 | |
| D. | $2.73 |
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Personal Finance
Authors: E Thomas Garman, Raymond E Forgue
10th Edition
143903902X, 9781439039021
