The market value of Whole Foods stock is currently $53.70 per share, and the annual risk-free rate is 3 percent. A three
Posted: Thu May 19, 2022 6:40 am
The market value of Whole Foods stock is currently $53.70 per share, and the annual risk-free rate is 3 percent. A three-month call option on the stock with a strike price of $55 sells for $2.10. What is the value of a put option on Whole Foods stock that has the same strike price and expiration date if there are no arbitrage opportunities? (Round answer to 2 decimal places, e.g. 15.25.) The value of a put option is $