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The current price of one underlying instrument is 58 PLN, the put and call strike price for this instrument is 60 PLN, the risk-free rate
The current price of one underlying instrument is 58 PLN, the put and call strike price for this instrument is 60 PLN, the risk-free rate (continuous interest) is 6%. The underlying does not pay dividend. There are 9 months until both options expire (banking convention). If we subtract the put option price from the call option price, we get: Wybierz jedn odpowied: a. -4.76 PLN b. -0.64 PLN c. 0.64 PLN d. 4.76 PLN X
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