The current price of a stock is 100, and the continuously compounded risk-free interest rate is 10%.
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The current price of a stock is 100, and the continuously compounded risk-free interest rate is 10%. A $2.5 dividend will be paid every quarter, with the first dividend occurring 2 months from now.
Roger uses a K-strike European call option and a K-strike European put option on the same stock to create a synthetic six-month short forward. The initial investment is 5.3. Calculate K.
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Lets find the strike price K of the synthetic sixmonth short forward We are given that the current price of the stock is 100 the continuously compound...View the full answer
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