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Two call options with strike prices of 55 and 60 trade for $6 and $2. Stock price is currently $59. risk free rate is zero.
Two call options with strike prices of 55 and 60 trade for $6 and $2. Stock price is currently $59. risk free rate is zero. the stock pays $1 individends before option expiration. compute the price of a put with a strike 60.
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To calculate the price of a put option with a strike price of 60 we can use the putcall parity f...
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Fundamentals of Futures and Options Markets
Authors: John C. Hull
8th edition
978-1292155036, 1292155035, 132993341, 978-0132993340
