The current stock price is $50. Consider a call and a put option on this stock with

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The current stock price is $50. Consider a call and a put option on this stock with 1 year to maturity. If the interest rate is 8% per annum continuously compounded, at what strike price would the prices of the call and put options be the same?

A. $43.18

B. $46.15

C. $54.16

D. $57.33

E. $60.12

Related Book For answer-question

Financial Modeling

ISBN: 978-0262024822

4th edition

Authors: Simon Benninga

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Posted Date: Oct 14, 2020 09:02 AM

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The current stock price is $50. Consider a call and a put option on this stock with

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Financial Modeling

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