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Using the Put-Call Parity relationship, find the value of a put option (same strike, expiration as the call option) using the following information: Current stock
| Using the Put-Call Parity relationship, find the value of a put option (same strike, expiration as the call option) using the following information: | ||||||
| Current stock price | $33 | risk-free rate | 6% | |||
| Call option strike price | $32 | Call option current value | $6.56 | |||
| Option time to maturity | 1 | years | ||||
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Personal Finance
Authors: Jack Kapoor, Les Dlabay, Robert J. Hughes
11th International Edition
1259094901, 9781259094903
