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Question 17. According to Put Call Parity, what is the implicit risk free rate given the following information? Price of the Call (C): $7 Exercise
Question 17. According to Put Call Parity, what is the implicit risk free rate given the following information?
Price of the Call (C): $7
Exercise Price (X): $100
Spot Price (0): $103
Price of the Put (P): $3
Time to maturity (T): 6 months
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Handbook Of The Economics Of Finance Volume 2A
Authors: George M. Constantinides, Milton Harris, Rene M. Stulz
1st Edition
