Question
The current price of a stock is $ 51.47 and the annual risk-free rate is 6.0 percent. A put option with an exercise price of
The current price of a stock is $ 51.47 and the annual risk-free rate is 6.0 percent. A put option with an exercise price of $55 and one year until expiration has a current value of $ 3.33 . What is the value of a call option written on the stock with the same exercise price and expiration date as the put option?
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Personal Financial Planning
Authors: Randy Billingsley, Lawrence J. Gitman, Michael D. Joehnk
14th edition
978-1305887725, 1305887727, 1305636619, 978-1305636613
