The risk free rate of interest (continuously compounded) is 5%.Does put- call parity hold for the April
Fantastic news! We've Found the answer you've been seeking!
Question:
The risk free rate of interest (continuously compounded) is 5%.Does put- call parity hold for the April options with strike price $50, and strike price $65 (calculations based on 71 days to maturity, 365 day year)?
Related Book For
An Introduction to Derivative Securities Financial Markets and Risk Management
ISBN: 978-0393913071
1st edition
Authors: Robert A. Jarrow, Arkadev Chatterjee
Posted Date: