In December 2014, a 13-month call on a stock, with an exercise price of $305, sold for

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In December 2014, a 13-month call on a stock, with an exercise price of $305, sold for $42.50. The stock price was $305. The risk-free interest rate was 1%. Assume that the stock options are European options. (Note:This stock does not pay a dividend.)

How much would you be willing to pay for a put on this stock with the same maturity and exercise price?(Do not round intermediate calculations. Round your answer to 2 decimal places.)

Posted Date: May 19, 2024 05:09 PM

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In December 2014, a 13-month call on a stock, with an exercise price of $305, sold for

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