You are given the following information about a stock and


Question: You are given the following information about a stock and options on it: A call option expiring in 6 months with strike $60 costs the same as a put optionexpiring in 6 months with strike $60. The stock pays a single dividend in 3 months of amount D. The continuous risk-free rate of interest is 8%. If the initial stock price is $65, what is the amount of the dividend, D?

Request for Solution File

Ask an Expert for Answer!!
Finance Basics: You are given the following information about a stock and
Reference No:- TGS02721469

Expected delivery within 24 Hours