Question
The price of a eurpoean call option today with maturity a 12 months and a strike price of $100 in the future is $14.0. The
The price of a eurpoean call option today with maturity a 12 months and a strike price of $100 in the future is $14.0. The price of the stock is $92.5. What is the price of a European put option with a maturity that is 12 months and a strike price of $100? The risk free rate for 12 months is 3.2%. Please round your answer to two decimals?
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Fundamentals Of Futures And Options Markets
Authors: John C. Hull
8th Global Edition
1292155035, 9781292155036
