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?
| 4% | ||
| 3% | ||
| 5% | ||
| 4.5% |
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Managerial Accounting
Authors: Stacey Whitecotton, Robert Libby, Fred Phillips
3rd edition
77826485, 978-0077722074, 77722078, 978-0077826482
