Question
Problem 5-4 Put-Call Parity The current price of a stock is $34, and the annual risk-free rate is 6%. A call option with a strike
Problem 5-4 Put-Call Parity
The current price of a stock is $34, and the annual risk-free rate is 6%. A call option with a strike price of $32 and 1 year until expiration has a current value of $6.70. What is the value of a put option written on the stock with the same exercise price and expiration date as the call option? Round your answer to the nearest cent.
$
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Forecasting And Predictive Analytics With Forecast X
Authors: Barry Keating, J. Holton Wilson, John Solutions Inc.
7th International Edition
1260085236, 9781260085235
