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The price of an American call on a non-dividend-paying stock is $9.75. The stock price is $21.00, the strike price is $20.04, and the expiration
The price of an American call on a non-dividend-paying stock is $9.75. The stock price is $21.00, the strike price is $20.04, and the expiration date is in 4 months. The risk-free interest rate is 8%. what is the upper bound for the price of an American put on the same stock with the same strike price and expiration date?
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De Gruyter Handbook Of Personal Finance
Authors: Grable, John E., Chatterjee, Swarn
1st Edition
3110727498, 978-3110727494
