Question
QUESTION 19 The current price of a stock is $100, the annual risk-free rate is 4%, and a 1-year call option with a strike price
QUESTION 19
The current price of a stock is $100, the annual risk-free rate is 4%, and a 1-year call option with a strike price of $110 sells for $9.0 What is the value of a put option, assuming the same strike price and expiration date as for the call option?
| a. | $14.68 | |
| b. | $13.71 | |
| c. | $12.55 | |
| d. | $15.33 | |
| e. | $10.12 |
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Fundamentals Of Financial Management
Authors: James Van Horne, John Wachowicz
13th Revised Edition
978-0273713630, 273713639
