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The NYGHS stock is worth $130 today. A call option on NYGHS stock with a strike price of $150 and an expiration date 6 months
The NYGHS stock is worth $130 today. A call option on NYGHS stock with a strike price of $150 and an expiration date 6 months from now is worth $50 today. The risk-free rate of return is 3.5%, and the stock pays no dividends. According to put-call parity, a put option on NYGHS stock with a strike price of $150 and an expiration date 6 months from should be worth ______ today? (Use continuous compounding interest rate)?
$66.11 | ||
$67.03 | ||
$67.40 | ||
$77.22 | ||
None of the above |
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