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Stock price: $200 Exercise (Strike) price: $200 The stock price will either rise to $300 or fall to $125 at the end of one year.
Stock price: $200 Exercise (Strike) price: $200 The stock price will either rise to $300 or fall to $125 at the end of one year. Risk free rate: 4% annual Option life: 6 months 2. What is the value of the put option, given the above call option value
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Finance And Occupational Pensions
Authors: Charles Sutcliffe
1st Edition
1349948624, 978-1349948628
