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Kullanm fiyat 40 ABD Dolar olan temett demeyen bir hisse senedi zerine yazlm alt aylk bir Avrupa alm opsiyonunun maliyeti 2,87 ABD Dolar, cari hisse

Kullanm fiyat 40 ABD Dolar olan temett demeyen bir hisse senedi zerine yazlm alt aylk bir Avrupa alm opsiyonunun maliyeti 2,87 ABD Dolar, cari hisse senedi fiyat 38 ABD Dolar ve bir banka mevduatnn yllk faiz oran %8'dir.

a) Ayn kullanm fiyat ile ayn hisse senedine ilikin alt aylk bir Avrupa sat opsiyonunun fiyatn hesaplayn.

b) Put opsiyonunun piyasa fiyat 3$ ise arbitraj frsat var mdr?

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