Question
The current price of a XYZ stock is $830. If the 6-month put premium with strike price $830 is 18 . 00 and interest rates
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The current price of a XYZ stock is $830. If the 6-month put premium with strike price $830 is 18.00 and interest rates are 3% for 6 months. What is the estimated price of a call option with strike price $830? (There is no dividend during the period.)
(A) $41.13 (B) $42.17 (C) $44.56 (D) $45.67
Answer should be B, how do I get it?
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The New CFO Financial Leadership Manual
Authors: Steven M. Bragg
3rd Edition
0470882565, 978-0470882566
