Multiple Choice
A stock is priced at $52.90 a share, the 3-month $45 call is priced at $9.31 a share, and the risk-free rate is 4.5 percent, compounded continuously. What is the value of the 3-month put with a strike price of $45?
A) $.57
B) $.63
C) $.91
D) $1.36
E) $1.54
Correct Answer:
Verified
Correct Answer:
Verified
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