ABC share currently sells for $57. A three-year call option with strike price of $61 sells for $16, and the (annual comp

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answerhappygod
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ABC share currently sells for $57. A three-year call option with strike price of $61 sells for $16, and the (annual comp

Post by answerhappygod »

ABC share currently sells for $57. A three-year call option with
strike price of $61 sells for $16, and the (annual compounding)
risk-free interest rate is 6.5% per annum. What is the price of a
three-year put with strike price of $61?
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