The price of a 6 months call with RM58.1 strike and is RM7.8. The price of the

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The price of a 6 months call with RM58.1 strike and is RM7.8. The price of the underlying asset is RM 61.1 and the effective interest rate is 3%. What is the price of the put with the same expiry and strike so that there is no arbitrage opportunity.

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Introduction To Corporate Finance

ISBN: 9781118300763

3rd Edition

Authors: Laurence Booth, Sean Cleary

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Posted Date: Jun 07, 2023 05:53 AM

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The price of a 6 months call with RM58.1 strike and is RM7.8. The price of the

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To avoid arbitrage opportunities the price of a put option with the same strike an... View the full answer

Introduction To Corporate Finance

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