Multiple Choice
Given the following data: Expiration = 6 months; Stock price = $80; exercise price = $75; call option price = $12; risk-free rate = 5% per year. Calculate the price of an equivalent put option using put-call parity:
A) $3.07
B) $5.19
C) $11.43
D) none of the above
Correct Answer:
Verified
Correct Answer:
Verified
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