assume the underlying asset is a stock worth $55 today. Also assume the following spot prices will
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assume the underlying asset is a stock worth $55 today. Also assume the following spot prices will be realized in the future S1=$62 and S2=47. Also assume that C(50,1)=$7 and P(50,2)=$3. r=15%.
Using put call parity, what is the value of a two year call option with strike=50 ?
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
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