Assume that a security is selling at INR 217 and American call and American put options are available on the stock with 3 months maturity and an exercise price of INR 210. The call is selling at INR 28, and the risk-free rate is 8% per annum. The stock is not expected to pay any dividends According to put-call parity, what should the put sell for?

Answer rating: 100% (QA)

Explanation 1 AWNP 2 3 4 56700 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 A B As p... View the full answer