Question
The current price of a stock is $47, the annual risk-free rate is 6%, and a 1-year call option with a strike price of $64
The current price of a stock is $47, the annual risk-free rate is 6%, and a 1-year call option with a strike price of $64 sells for $8.6. What is the value of a put option, assuming the same strike price and expiration date as for the call option?
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Corporate Finance Reader
Authors: Robert W. Kolb
2nd Edition
1878975536, 978-1878975539
