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- Suppose WMT (Walmart Inc.) Stock and Options information today is provided below. - Stock price is trading today at $135.44. - A Call option
- Suppose WMT (Walmart Inc.) Stock and Options information today is provided below. - Stock price is trading today at $135.44. - A Call option that expires in one year at an exercize price of $150 is trading at $8.10. - One year risk-free interest rate is 2.50%. What is the value of one-year Put today at the same exercize price as the Call, based on the Put-Call Parity? Enter your answer in the following format: 12.34 Hint: Answer is between 17.29 and 21.28 Step by Step Solution
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Fundamentals of Investment Management
Authors: Geoffrey Hirt, Stanley Block
10th edition
0078034620, 978-0078034626
