Question
The current price of YBM stock S is $101. European options with a strike price K = $100 and maturing in T = 6 months
The current price of YBM stock S is $101. European options with a strike price K = $100 and maturing in T = 6 months trade on YBM. The continuously compounded, risk-free interest rate r is 5 percent per year. A dividend of $1.10 is paid out after three months. If the put price p is $4.03, the call price c is:
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Corporate Finance Fundamentals Big Business Theory For SME Investor Or MBA Application
Authors: M. Saad, Axel Tracy
1st Edition
1517652944, 978-1517652944
