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Risk-Free Rate 3.80% per year compounded annually Current price of 1-year European call option on PUC stock with exercise price of $45 $1.01 Current price
Risk-Free Rate | 3.80% per year compounded annually |
Current price of 1-year European call option on PUC stock with exercise price of $45 | $1.01 |
Current price of 1-year European put option on PUC stock with exercise price of $45 | $1.93 |
using the information above, what is the price of 1 synthetic share of PUC? Assume PUC pays no dividends. answer in total dollars and cents (e.g. "6.55")
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