hard · Principles of Finance risk-return-portfolio
A stock is currently trading at $50. A 6-month European call option with a strike of $45 is priced at $7.50.
If the continuously compounded risk-free rate is 4% and no dividends are expected, what is the theoretical price of the 6-month European put option with a strike of $45?
- $0.89
- $2.50
- $1.61
- $3.39
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