Question: Question 10: Put-call parity: You are considering purchasing a put option on a stock with a current price of $22. The price of the corresponding
Question 10: Put-call parity: You are considering purchasing a put option on a stock with a current price of $22. The price of the corresponding call option is $2.45 and the exercise price of both the interest is 4%/year (annual rate) and there are 90 days (3 months) until expiration for both call and put, the value of the put should be (Choose the closest value from below) $5.82 $4.22 $2.45 $4.55
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