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The price of a European call option on a non-dividend-paying stock with a strike price of $48.25 is $4.75. The stock price is $51.05, the
The price of a European call option on a non-dividend-paying stock with a strike price of $48.25 is $4.75. The stock price is $51.05, the continuously compounded risk-free rate (all maturities) is 6.45% and the time to maturity is 6 months. What is the price of a 6 months European put option on the stock with a strike price of $48.25? Answer with three decimal digits accuracy
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Finance Budget And Management For Reference Services Routledge Library Editions Library And Information Science
Authors: Ruth A. Fraley, Bill Katz
1st Edition
0367374293, 978-0367374297
