s=48 X=50 c= 4 p=3 at expiration, option prices converge to
their intrinsic value. If this is true,
1. c= $0 and P=2
2. Put-call parity holds
3. the securities are in equilibrium
Which of the statements is true?
s=48 X=50 c= 4 p=3 at expiration, option prices converge to their intrinsic value. If this is true, 1. c= $0 and P=2 2.
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answerhappygod
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s=48 X=50 c= 4 p=3 at expiration, option prices converge to their intrinsic value. If this is true, 1. c= $0 and P=2 2.
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