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    Exam 20: Options Markets: Introduction
  5. Question
    HighFlyer Stock Currently Sells for $48
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HighFlyer Stock Currently Sells for $48

Question 2

Question 2

Multiple Choice

HighFlyer Stock currently sells for $48. A one-year call option with strike price of $55 sells for $9, and the risk-free interest rate is 6%. What is the price of a one-year put with strike price of $55?


A) $9.00
B) $12.89
C) $16.00
D) $18.72
E) $15.60

Correct Answer:

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