Question: Hi can someone help with the below question please. A call option is selling at $2.20 with 30 days maturity and a strike price of
Hi can someone help with the below question please.
A call option is selling at $2.20 with 30 days maturity and a strike price of $10. If the spot price of underlying stock is $12 and the risk-free rate is 5% per annum, calculate the put option premium (assume put-call parity holds and the stock does not pay any dividend)
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