Question
The premium on a call option on a stock currently trading at $80.7 with a strike price of $80 and 5 months to maturity is
The premium on a call option on a stock currently trading at $80.7 with a strike price of $80 and 5 months to maturity is $8. A put option on the same stock with the same strike and maturity sells for $6. What is the risk-free rate?
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Entrepreneurial Finance
Authors: J. Chris Leach, Ronald W. Melicher
6th edition
1305968352, 978-1337635653, 978-1305968356
