Strike price=80 Current share price = 80 Risk free rate = 0.2% per month Puts (European) with same date and expiration s

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answerhappygod
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Strike price=80 Current share price = 80 Risk free rate = 0.2% per month Puts (European) with same date and expiration s

Post by answerhappygod »

Strike price=80
Current share price = 80
Risk free rate = 0.2% per month
Puts (European) with same date and expiration sell for
$2. Find the price of a 3 month call option based
on Put-Call parity.
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