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Which of the following choice will be the best action today, given Stock Price $32 Risk-free rate 10.5% (continuous compounding) 1-yr $30 Call option price
Which of the following choice will be the best action today, given Stock Price $32 Risk-free rate 10.5% (continuous compounding) 1-yr $30 Call option price $8 1-yr $30 Put option price $2
A. "sell call, buy put, sell stock"
B. "sell call, buy put, buy stock"
C. "buy call, sell put, buy stock"
D. "buy call, sell put, sell stock"
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