Question
Suppose you are now planning to purchase put option and after checking out option prices you find a European put with strike price $11 and
Suppose you are now planning to purchase put option and after checking out option prices you find a European put with strike price $11 and expiration in 9 months for a price of $0.14. XXXs stock currently trades at $10.65. Show that the option price violates the put option bounds.
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Auditing A Practical Approach With Data Analytics
Authors: Raymond N. Johnson, Laura Davis Wiley, Robyn Moroney, Fiona Campbell, Jane Hamilton
2nd Edition
1119786045, 978-1119785996
