A stock is currently selling for $41 per share. A call option with an exercise price of $45 sells for $3.17 and expires in three months. If the risk-free rate of interest is 4.42 % per year, compounded continuously, what is the price of a put option with the same exercise price? (Round answer to 2 decimal places. Do not round intermediate calculations).

Answer rating: 100% (QA)

To find the price of a put option with the same exercise price we can use putcall parity which state... View the full answer