A stock is currently selling for $26.50. A 2-month put option with a strike price of $30
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A stock is currently selling for $26.50. A 2-month put option with a strike price of $30 has an option premium of $4.15. The risk-free rate is 2.5 percent and the market rate is 9.75 percent. What is the option premium on a 2-month call with a $30 strike price? Assume the options are European style.
$0.77 | |
$0.67 | |
$0.41 | |
$0.33 | |
$0.00 |
Related Book For
Fundamentals of Corporate Finance
ISBN: 978-0077861704
11th edition
Authors: Stephen Ross, Randolph Westerfield, Bradford Jordan
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