Question
The current stock price of IBM is $65. A put option on IBM with an exercise price of $62 sells for $7 and expires in
The current stock price of IBM is $65. A put option on IBM with an exercise price of $62 sells for $7 and expires in 7 month(s). If the risk-free rate is 1.0% per year, what is the price of a call option on IBM with the same exercise price and expiration date (keep two decimal places)?
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Foundations Of Financial Management
Authors: Stanley Block, Geoffrey Hirt, Bartley Danielsen
18th Edition
126409762X, 9781264097623
