Question: Let us know if you got a helpful answer. Rate this answer Question: Consider American call and put on stock Y. Both the call and
Let us know if you got a helpful answer. Rate this answer Question: Consider American call and put on stock Y. Both the call and the put are 6-month to expiration wi... Consider American call and put on stock Y. Both the call and the put are 6-month to expiration with strike price of $205. Current stock price is $200; and the stock does not pay any dividend in 6-month. Interest rate is 10%. The call option premium is $8.57. What is the range of the put option premium, for which the trader has no arbitrage opportunities?
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