Question
The price of a non dividend paying stock is $19, and the price of a three month European call option with strike $20 is $1.
The price of a non dividend paying stock is $19, and the price of a three month European call option with strike $20 is $1. The risk free rate is 4% per year continuously compounded. What is the price of a three month European put option with strike price $20.
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Personal Financial Planning
Authors: Lewis J. Altfest
2nd edition
1259277186, 978-1259277184
