Question
Two call options with strike prices of 55 and 60 trade for $6 and $2, respectively. Stock price is currently $59. Risk free rates is
Two call options with strike prices of 55 and 60 trade for $6 and $2, respectively. Stock price is currently $59. Risk free rates is zero. The stock pays $1 in dividends before option expiration. Compute the price of a put with a strike 55.
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Understanding The Polish Capital Market From Emerging To Developed
Authors: Marek Dietl, Dariusz Zarzecki
1st Edition
1032286962, 978-1032286969
