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Using the Black-Scholes formula, a trader finds the premium of $3.51 for a European call option on a stock with K = $40 and T = 0.5. The parameter values are S0 = $40, r = 5%, q = 3%, and σ = 30%. What is the Black-Scholes price of the European put option with the same strike price and maturity?
A. $3.08
B. $3.12
C. $3.42
D. $3.51
E. Need normal distribution function to find the put option price
The rate that can be locked in for the period between six months and nine months using an FRA is 7%. - What arbitrage opportunities are open to the bank? All rates are continuously compounded.
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