Dynamic Energy Systems stock is currently trading for $32 per share. The stock pays no dividends. A

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Dynamic Energy Systems stock is currently trading for $32 per share. The stock pays no dividends. A one-year European put option on Dynamic with a strike price of $41 is currently trading for $9.18. If the risk-free interest rate is 10% per year, what is the price of a one-year European call option on Dynamic with a strike price of $41?

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Corporate Finance The Core

ISBN: 9781292158334

4th Global Edition

Authors: Jonathan Berk, Peter DeMarzo

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