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The 1-year $47 options on Grainger stock are priced at $1.72 for the call and $0.94 for the put. The annual risk-free rate is 2.5
The 1-year $47 options on Grainger stock are priced at $1.72 for the call and $0.94 for the put. The annual risk-free rate is 2.5 percent. What is the per share price of the underlying stock? (Hint: use the put-call parity to determine the share price)
$47.00 | ||
$46.63 | ||
$45.18 | ||
$44.26 | ||
$47.82 |
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