Question
The stock of AAA motors is currently selling for $30. The European put option on the stock with an exercise price of $35, is selling
The stock of AAA motors is currently selling for $30. The European put option on the stock with an exercise price of $35, is selling for $5.50. If the risk-free interest rate is 5%, when does this put expire if a European call with the same exercise price sells for $1.79?
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Credit Derivatives Handbook Global Perspectives Innovations And Market Drivers
Authors: Greg Gregoriou, Paul Ali
1st Edition
0071549528, 978-0071549523
