A put option that expires in six months with an exercise


A put option that expires in six months with an exercise price of $60 sells for $4.40. The stock is currently priced at $56, and the risk-free rate is 3.8 percent per year, compounded continuously.

What is the price of a call option with the same exercise price? (Do not round intermediate calculations and round your final answer to 2 decimal places (e.g., 32.16).)

Request for Solution File

Ask an Expert for Answer!!
Financial Management: A put option that expires in six months with an exercise
Reference No:- TGS02414278

Expected delivery within 24 Hours