Question
The price of a European call that expires in six months and has a strike price of $30 is $2. The underlying stock price is
The price of a European call that expires in six months and has a strike price of $30 is $2. The underlying stock price is $29. The risk-free interest rate is 10%. What is the price of a European put option that expires in six months and has a strike price of $30?
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Pricing And Hedging Financial Derivatives A Guide For Practitioners
Authors: Leonardo Marroni, Irene Perdomo
1st Edition
1119953715, 978-1119953715
