Netflux is selling for $105 a share. A Netflux call option with one month until expiration and an exercise price of $121
Posted: Fri Jul 01, 2022 7:42 am
Netflux is selling for $105 a share. A Netflux call option withone month until expiration and an exercise price of $121 sells for$2.30 while a put with the same strike and expiration sells for$17.40.a. What is the market price of a zero-couponbond with face value $121 and 1-month maturity? (Roundyour answer to 2 decimal places.)
b. What is the risk-free interest rateexpressed as an effective annual yield? (Round youranswer to 2 decimal places.)
b. What is the risk-free interest rateexpressed as an effective annual yield? (Round youranswer to 2 decimal places.)