A put option and a call option with an exercise price of $90 expire in four months
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A put option and a call option with an exercise price of $90 expire in four months and sell for $7.05 and $11.74, respectively. If the stock is currently priced at $94.13, what is the annual continuously compounded rate of interest?
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Related Book For
Corporate Finance Core Principles and Applications
ISBN: 978-1259289903
5th edition
Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe, Bradford Jordan
Question Posted:
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