A stock is currently selling for $47 per share. A call option with an exercise price of
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A stock is currently selling for $47 per share. A call option with an exercise price of $50 sells for $2.61 and expires in three months. If the risk-free rate of interest is 3.9 percent per year, compounded continuously, what is the price of a put option with the same exercise price?
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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
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