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Imagine that a stock sells for $33. A call option...

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Imagine that a stock sells for $33. A call option with a strike price, X, of $35 and an expiration date in four months sells for $4.50. The annual risk-free rate is 5%. Calculate the price of a put option that expires in four months and has a strike price of $35. Round your answer to the nearest cent.

 

Paper#2763 | Written in 18-Jul-2015

Price : $25
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