Question
Suppose the price of a stock is $50 a share. A call option on the stock with four months until experation date and exercise price
Suppose the price of a stock is $50 a share. A call option on the stock with four months until experation date and exercise price $58 sells for $3. A put on the stock with the same strike price and experation date sells for $7.
A. How much would a risk free zer ocoupon bond with maturity 4 months and face value $58 cost?
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Quantitative Finance Its Development Mathematical Foundations And Current Scope
Authors: T. Wake Epps
1st Edition
0470431997, 9780470431993
