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Question 6 (4 points) The price of a non-dividend-paying stock is $30 and the price of a 6-month European put option on
Posted: Sat Nov 27, 2021 5:30 pm
by answerhappygod
- Question 6 4 Points The Price Of A Non Dividend Paying Stock Is 30 And The Price Of A 6 Month European Put Option On 1 (21.86 KiB) Viewed 44 times
Question 6 (4 points) The price of a non-dividend-paying stock is $30 and the price of a 6-month European put option on the stock with a strike price of $32 is $5. The risk-free rate is 5% per annum. What is the price of a 6-month European call option on the same stock with a strike price of $32, in an arbitrage-free market?