A put option that expires in six months with an exercise price of $65 sells for $2.05.
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A put option that expires in six months with an exercise price of $65 sells for $2.05. The stock is currently priced at $67, 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
Fundamentals Of Corporate Finance
ISBN: 9780072553079
6th Edition
Authors: Stephen A. Ross, Randolph Westerfield, Bradford D. Jordan
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