Question
You buy a share of stock, buy a one-year put option with X = $35, and sell a one-year call option with X = $35.
You buy a share of stock, buy a one-year put option with X = $35, and sell a one-year call option with X = $35. The stock pays no dividends and the risk-free interest rate is 6%. How much does it cost you to establish the entire portfolio?
Question options: $28.57 , $35.00 , $37.10 , %33.02
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Value Investing
Authors: Mike Hartley
1st Edition
979-8864443309
