A put option that expires in five months with an exercise price of $60 sells for $2.87.
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A put option that expires in five months with an exercise price of $60 sells for $2.87. The stock is currently priced at $58, and the risk-free rate is 4.1 percent per year, compounded continuously. What is the price of a call option with the same exercise price?
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Related Book For
Corporate Finance Core Principles and Applications
ISBN: 978-1259289903
5th edition
Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe, Bradford Jordan
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