What is the amount of the dividend

Reference no: EM131925994

Question: You are given the following information about a stock and options on it: A call option expiring in 6 months with strike $60 costs the same as a put optionexpiring in 6 months with strike $60. The stock pays a single dividend in 3 months of amount D. The continuous risk-free rate of interest is 8%. If the initial stock price is $65, what is the amount of the dividend, D?

Reference no: EM131925994

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