Question
It is possible to buy three-month call options and three-month puts on stock Q. Both options have an exercise price of $79 and both are
It is possible to buy three-month call options and three-month puts on stock Q. Both options have an exercise price of $79 and both are worth $29. If the interest rate is 5.25% a year, what is the stock price? (Hint: Use putcall parity.)
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Analysis Of Financial Data
Authors: Gary Koop
1st Edition
0470013214, 978-0470013212
