Question
The current price of a stock is $25, the annual risk-free rate is 6%, and a 1-year call option with a strike price of $35
The current price of a stock is $25, the annual risk-free rate is 6%, and a 1-year call option with a strike price of $35 sells for $5.20. What is the value of a put option, assuming the same strike price and expiration date as for the call option?
A.) $13.71
B.) $18.12
C.) $18.55
D.) $19.00
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Management And Organisational Behaviour
Authors: Laurie Mullins
7th Edition
9780273688761
