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The price of a stock is $89 and interest rates are 10% per annum continuously compounded and there are 3 months to expiration. a. If
The price of a stock is $89 and interest rates are 10% per annum continuously compounded and there are 3 months to expiration. a. If the put with strike of 90 has value of $3 per share quoted price then find the price for the call of strike 90. The price is _____________per share quoted price b. If the call with strike of 85 has value of $8 per share quoted price then find the price of the put of strike 85. The price is _______________per share quoted price.
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