The current stock price is $50. Consider a call and a put option on this stock with
Fantastic news! We've Found the answer you've been seeking!
Question:
The current stock price is $50. Consider a call and a put option on this stock with 1 year to maturity. If the interest rate is 8% per annum continuously compounded, at what strike price would the prices of the call and put options be the same?
A. $43.18
B. $46.15
C. $54.16
D. $57.33
E. $60.12
Related Book For
Posted Date: