Question
The current price of a stock is $33, and the annual risk-free rate is 7%. A call option with a strike price of $32 and
The current price of a stock is $33, and the annual risk-free rate is 7%. A call option with a strike price of $32 and 1 year until expiration has a current value of $7.20. What is the value of a put option written on the stock with the same exercise price and expiration date as the call option? Round your answer to the nearest cent.
The answer is not 4.11
The answer is not 29.91
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The Lifestyle Investor
Authors: Justin Donald, Ryan Levesque, Mike Koenigs
1st Edition
1636800130, 978-1636800134
