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Put-call Parity? e) 21. A stock is curremly welling for 547 ger share. A eall cption with an
evercise peice of 545 sells for $3. wo and cupers in thre months. If the riskfire rate of uncetcut is
2.6 percest per year. compounded continuseaty, what is the price of a pur opton with the same
caercine price?

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Put-call Parity e) 21. A stock is curremly welling for 547 ger share.pdf

  • 1. Put-call Parity? e) 21. A stock is curremly welling for 547 ger share. A eall cption with an evercise peice of 545 sells for $3. wo and cupers in thre months. If the riskfire rate of uncetcut is 2.6 percest per year. compounded continuseaty, what is the price of a pur opton with the same caercine price?