A put option that expires in six months with an exercise price of $65 sells for $5.12.
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A put option that expires in six months with an exercise price of $65 sells for $5.12. The stock is currently priced at $66 and the risk-free rate is 3.6 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
ISBN: 978-1259918940
12th edition
Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe, Bradford Jordan
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