Question
Marie buys a share of stock for $100 and buys a European 3 month 100 strike put at the same time. The premium for a
Marie buys a share of stock for $100 and buys a European 3 month 100 strike put at the same time. The premium for a European 3 month 100 strike call is $6.83. The risk free interest rate is 7% per annum compounded quarterly. The profit is 0 for a spot price at expiration of X. Determine X
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The Palgrave Handbook Of Government Budget Forecasting
Authors: Daniel Williams, Thad Calabrese
1st Edition
3030181944, 978-3030181949
