Question
Suppose that Company A currently trades for $75.60 and the 3-month risk free rate is 4%. Using Put-Call Parity , what is the price of
Suppose that Company A currently trades for $75.60 and the 3-month risk free rate is 4%. Using Put-Call Parity, what is the price of a three-month put option on Company A with a strike price of $80? A three-month call on Company A with a strike price of $80 trades for $3.91.
$9.12
$0.74
$0.31
$1.30
$7.51
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Financial Management Theory And Practice
Authors: Eugene F. Brigham, Michael C. Ehrhardt
10th Edition
0030329922, 9780030329920
