What should be the price of the european call option with


The price of a European put option with 6 months to expiration and strike price of $30 is $4.00. The underlying stock price is $30 and there is no dividends during the next six months. The continuously compounded risk-free interest rate is 5% per year. To exclude arbitrage opportunity, what should be the price of the European call option with the same maturity and strike price?

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Financial Management: What should be the price of the european call option with
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