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Temett deyen Hisse Senedi iin Put-Call Paritesi Bir hisse senedi endeksi u anda 28.630'dur ve %2 temett verimi ile srekli temett salar. 28.600 kullanm fiyatyla

Temett deyen Hisse Senedi iin Put-Call Paritesi Bir hisse senedi endeksi u anda 28.630'dur ve %2 temett verimi ile srekli temett salar. 28.600 kullanm fiyatyla endekste 1 yllk Avrupa arama opsiyonu 20 dolardan satlyor. Risksiz oran yllk %1'dir. Arbitraj yoksa ayn kullanm fiyatna sahip 1 yllk Avrupa satm opsiyonunun fiyat ne olmaldr?

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