Question
Question: Assume that the value of a call option using the Black-Scholes option pricing model is $8.94. The price of the underlying stock is $47.38,
Question:
Assume that the value of a call option using the Black-Scholes option pricing model is $8.94. The price of the underlying stock is $47.38, and the exercise price is $45. The option matures in 90 days. The annual interest rate is 8%. Calculate the price of a put with the same exercise price and maturity using the put-call parity relationship.
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Financial Analysis With Microsoft Excel 2016
Authors: Timothy R. Mayes, Todd M. Shank
8th Edition
1337298042, 9781337298049
