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Value of a Put Option: The current price of a stoc...

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Value of a Put Option: The current price of a stock is $33 and the annual risk free rate is 6%. A call option with a strike price of $32 and 1 year until expiration has a current value of $6.56. What is the value of a put option written on the stock with the same strike price and expiration date as the call option?

 

Paper#8787 | Written in 18-Jul-2015

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