The stock trades for $31 while a put and call on that stock, having the same strike
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The stock trades for $31 while a put and call on that stock, having the same strike and time to maturity, trade for $3 and $5 respectively. If the options have one year to maturity and the risk-free rate is 2% what is the strike price on the options?
Related Book For
Fundamentals Of Corporate Finance
ISBN: 9780135811603
5th Edition
Authors: Jonathan Berk, Peter DeMarzo, Jarrad Harford
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