Question
Suppose Lotus stock price is currently $60. A six-month European call option on the stock with exercise price of $60 is selling for $5. The
Suppose Lotus stock price is currently $60. A six-month European call option on the stock with exercise price of $60 is selling for $5. The risk free interest rate is $10%. What is the six-month European put option on the same stock with exercise price of $60 if there is no arbitrage?
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Investments
Authors: Zvi Bodie, Alex Kane, Alan J. Marcus
5th Edition
0072339160, 978-0072339161
