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The following list quotes of 3-months call and put for AAPL when it is trading at 127 at different strike. Complete the missing values in
The following list quotes of 3-months call and put for AAPL when it is trading at 127 at different strike. Complete the missing values in the table (Hint: use Put/Call Parity). Assume 4% risk-free rate.
What should be a?
What should be b?
What should be c?
CALLS Strike PUTS 5.15 130 a b 135 12.0 2.0 140 CStep by Step Solution
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