A stock currently sells for $32.00. A 6-month call option with a strike of $30.00 has a

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A stock currently sells for $32.00. A 6-month call option with a strike of $30.00 has a premium of $4.29, and a 6-month put with the same strike has a premium of $2.64. Assume a 4% continuously compounded risk-free rate. What is the present value of dividends payable over the next 6 months?
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Derivatives Markets

ISBN: 978-0321543080

4th edition

Authors: Rober L. Macdonald

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