Question
The current price of a stock is $100, the annual risk-free rate is 4%, and a 1-year call option with a strike price of $110
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The current price of a stock is $100, the annual risk-free rate is 4%, and a 1-year call option with a strike price of $110 sells for $9.0 What is the value of a put option, assuming the same strike price and expiration date as for the call option?
a. $14.68
b. $13.71
c. $12.55
d. $15.33
e. $10.12
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Financial Markets And Institutions
Authors: Anthony Saunders, Marcia Millon Cornett
1st International Edition
0071181334, 9780071181334
