Problem 22-8 Put-Call Parity A put option and a call option with an exercise price of...

Question

Question

Problem 22-8 Put-Call Parity A put option and a call option with an exercise price of $75 and three months to expiration sell

Answer 1

Answer #1

het the fock puce be So Exerase Paice X=75 Time = 12 Put Pice Po) 35 5 70 Call psuce C Co) - 1 Risk free Yate CRe) = 4.4]. Ac

Answer 2

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