Solution-Exercise price and time until expiration

Exercise price and time until expiration

Reference no: EM131213987

A stock is currently selling for $39 per share. A call option with an exercise price of $45 sells for $3.47 and expires in three months. If the risk-free rate of interest is 4.6 % per year, compounded continuously, what is the price of a put option with the same exercise price and time until expiration? (Round answer to 2 decimal places, do not round the number ‘e' in your calculation)

Reference no: EM131213987

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Exercise price and time until expiration : If the risk-free rate of interest is 4.6 % per year, compounded continuously, what is the price of a put option with the same exercise price and time until expiration? (Round answer to 2 decimal places, do not round the number ‘e' in your calcula..

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Exercise price and time until expiration

Reference no: EM131213987

Reference no: EM131213987

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