Find the price of a 5-month European put option with strike price of $60 on non-dividend paying
Fantastic news! We've Found the answer you've been seeking!
Question:
Find the price of a 5-month European put option with strike price of $60 on non-dividend paying stock with the current stock price of $50 if a 5-month European call option with the same strike price costs $3 and the risk-free interest rate is 7%.
Related Book For
An Introduction to the Mathematics of financial Derivatives
ISBN: 978-0123846822
2nd Edition
Authors: Salih N. Neftci
Posted Date: