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Question 12 2 pts A stock is currently selling for $41 per share. A call option with an exercise price of $45 sels for $2.57
Question 12 2 pts A stock is currently selling for $41 per share. A call option with an exercise price of $45 sels for $2.57 and expires in three months. If the risk-free rate of interest is 3.33 % per year, compounded continuously, what is the price of a put option with the same exercise price? (Round answer to 2 decimal places. Do not round intermediate calculations) Topic: Put-Call Parity
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Recent Advances In Computational Finance
Authors: Nikolaos S. Thomaidis, Jr. Dash, Gordon H.
1st Edition
1626181233, 978-1626181236
