Assume that the price of a 50-put on a single share of
Assume that the price of a 50-put on a single share of stock X has been determined to be $2, that stock X share price today is $45, and that the time premium is 10%. Find a (non-trivial) lower bound for the price of a 40-call.
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assume that the price of a 50-put on a single share of stock x has been determined to be 2 that stock x share price
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