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La prima de una put Europea sobre la acci n A con strike de $ 4 0 es de $ 4 , la prima de

La prima de una put Europea sobre la acci

n A con strike de $

40

es de $

4,

la prima de una

put Europea sobre la acci

n A con strike de $

50

es de $

9 .

Determine la prima m

xima posible

para una put Europea sobre la acci

n A con strike de $

44 .

Suponga que todas las opciones

tienen la misma vigencia.

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