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The risk free rate is 0.80 percent per annum, and Lyft stock is currently priced at $33.71 per share. Call options with 3 months to
The risk free rate is 0.80 percent per annum, and Lyft stock is currently priced at $33.71 per share. Call options with 3 months to expiration and an exercise price of $35 sell for $3.40 per share. Put options with the same time to expiration and exercise price should cost ____ if Lyft is not expected to pay a dividend, and will not have an ex-dividend date, before the options expire.
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$6.74
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$4.62
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$4.11
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$3.18
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