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Rose Industries Is Currently Trading for $47 Per Share

Question 46

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Rose Industries is currently trading for $47 per share.The stock pays no dividends.A one-year European call option on Luther with a strike price of $45 is currently trading for $7.45.If the risk-free interest rate is 6% per year,then calculate the price of a one-year European put option on Luther with a strike price of $45.

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C = P + S - PV(K)- P...

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