Question: Question 6 A put option on ABC Corp stock with an exercise price of $80 and an expiration date 1 year from now is worth

Question 6 A put option on ABC Corp stock with an exercise price of $80 and an expiration date 1 year from now is worth $3.50 today. The risk-free rate of return is 10% and Juniper Corp pays no dividends. The stock worth $75 today. A call option on ABC Corp, stock with an exercise price of $80 and an expiration date 1 year from now should be worth today. (Use Put Call Party)

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