A stock currently sells for $32.00. A 6-month European call option with strike $35.00 has a premium

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A stock currently sells for $32.00. A 6-month European call option with strike $35.00 has a premium of $2.26. Assuming a 6% continuous dividend yield and the continuously compounded, risk-free interest rate of 4%, what is the price of the otherwise identical put option as dictated by put-call parity?

Posted Date: May 18, 2024 05:02 AM

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A stock currently sells for $32.00. A 6-month European call option with strike $35.00 has a premium

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