A call option with an exercise price of $70 and three months to expiration has a price of $4.10. The stock is currently
Posted: Sun Jul 03, 2022 12:54 pm
A call option with an exercise price of $70 and three months toexpiration has a price of $4.10. The stock is currently priced at$69.80, and the risk-free rate is 5 percent per year, compoundedcontinuously. What is the price of a put option with the sameexercise price?