Stock X pays dividends continuously at a rate proportional to its price. The dividend yield is 2%.
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Stock X pays dividends continuously at a rate proportional to its price. The dividend yield is 2%.
You are given the following option prices for European puts and calls, all written on stock X and with two years to expiration:
Calculate the current price of stock X.
Transcribed Image Text:
Strike Price 98 100 Put Price 0.4394 0.6975 Call Price 14.3782 12.7575
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