Question
The underlying asset sport price is $80. There are two call options on the same underlying asset. Call A, pricing at $12, has the following
The underlying asset sport price is $80. There are two call options on the same underlying asset.
Call A, pricing at $12, has the following Greeks: 
A = 0.5, 
A = 0.0103, 
A = 3.
Call B, pricing at $15, has the following Greeks: 
B = 0.5, 
B = 0.0195, 
B = 4.
I have to determine the risk-free rate.
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Public Finance In Democratic Process Fiscal Institutions And Individual Choice
Authors: James M. Buchanan
1st Edition
0865972192, 978-0865972193
