Dynamic Energy Systems stock is currently trading for ($31) per share. The stock pays no dividends. A

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Dynamic Energy Systems stock is currently trading for \($31\) 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 \($10.24.\) If the risk-free interest rate is 3% 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

ISBN: 9781292446318

6th Global Edition

Authors: Jonathan Berk, Peter DeMarzo

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