If the risk-free rate is 45 percent per year compounded


A put option and a call option with an exercise price of $55 and three months to expiration sell for $1.20 and $5.30, respectively. If the risk-free rate is 4.5 percent per year, compounded continuously, what is the current stock price?

Request for Solution File

Ask an Expert for Answer!!
Financial Management: If the risk-free rate is 45 percent per year compounded
Reference No:- TGS02318856

Expected delivery within 24 Hours