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You are considering purchasing a put option on a stock with a current price of $29. The exercise price is $30, and the price of
You are considering purchasing a put option on a stock with a current price of $29. The exercise price is $30, and the price of the corresponding call option is $4. According to the put-call parity theorem, if the risk-free rate of interest is 2%, and there are 92 days until expiration, the value of the put should be ____________. a. $5.6 B. $7.06 C. $6.3 d. $4.85 |
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