Question: Question 4 A non - dividend - paying stock with a current price of $52, the strike price is $50, the risk free interest rate

Question 4 A non - dividend - paying stock with a

Question 4 A non - dividend - paying stock with a current price of $52, the strike price is $50, the risk free interest rate is 12% pa, the volatility is 30% pa, and the time to maturity is 3 months? a) Calculate the price of a call option on this stock b) What is the price of a put option price on this stock? c) Is the put-call parity of these options hold

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