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The share price of Firm J is 100. There are two options whose underlying is Firm J. Option A is a call option with strike
The share price of Firm J is 100. There are two options whose underlying is Firm J. Option A is a call option with strike price 100 and price 10. Option B is a put option with strike price 100 and price 20. Both options expire in a year and the risk-free rate is 5%. The present value of the dividends that will be paid up to the options maturity is closest to:
7.31
0
8.95
14.76
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