Question 171 pts The following quotes were observed for options on a given stock on November 1 of a given year. The stoc

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answerhappygod
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Question 171 pts The following quotes were observed for options on a given stock on November 1 of a given year. The stoc

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Question 171 pts
The following quotes were observed for options on a given stock
on November 1 of a given year.
The stock price was 113.25. The risk-free rates were 7.30
percent (November), 7.50 percent (December) and 7.62 percent
(January). The times to expiration (number of years) were 0.0384
(November), 0.1342 (December), and 0.211 (January).
Suppose you knew that the November 115 options were correctly
priced but suspected that the stock was mispriced. Using put-call
parity, what would you expect the stock price to be? For this
problem, treat the options as if they were European. (Select the
closest answer)
Group of answer choices
115.73
102.77
121.23
113.39
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