Question
you hold a portfolio of the following positions on the same underlying non-dividend paying stock. Long one call option with strike 60 expiring at time
you hold a portfolio of the following positions on the same underlying non-dividend paying stock.
Long one call option with strike 60 expiring at time 2.
Short one put option with strike 60 expiring at time 2.
Short one call option with strike 70 expiring at time 2.
Long one put option with strike 70 expiring at time 2.
If the cost of this portfolio is 8.1873, what is the interest rate?
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Analysis For Financial Management
Authors: Robert C. Higgins
12th International Edition
1260091910, 9781260091915
