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Hi I was wondering if anyone could help me with this question involving put-call parity. The price of a European put option on a non-dividend-paying
Hi I was wondering if anyone could help me with this question involving put-call parity. The price of a European put option on a non-dividend-paying stock with a strike price of $50 is $6. The stock price is $51, the continuously compounded risk-free rate (all maturities) is 6% and the time to maturity is one year. What is the price of a one-year European call option on the stock with a strike price of $50. Thank you.
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