The stock of amazon has 3-month forward price of 356share


The stock of Amazon (Ticker: AMZN) has a 3-month forward price of $356/share and pays no dividend. The continuously-compounded risk-free rate is 4% per year. You are told that a put option on AMZN expiring in 3 months is priced at $12. For what range of K would there be an obvious arbitrage opportunity?

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Financial Management: The stock of amazon has 3-month forward price of 356share
Reference No:- TGS02742300

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