A put option and a call option with an exercise price of $80 and five months to

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A put option and a call option with an exercise price of $80 and five months to expiration sell for $2.05 and $4.80, respectively. If the risk free rate is 4.8 percent per year, compounded continuously, what is the current stock price?

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Fundamentals Of Corporate Finance

ISBN: 9780072553079

6th Edition

Authors: Stephen A. Ross, Randolph Westerfield, Bradford D. Jordan

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Question Posted: Oct 05, 2023 05:05 AM

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A put option and a call option with an exercise price of $80 and five months to

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To calculate the current stock price we can use the f...View the full answer

Fundamentals Of Corporate Finance

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