Multiple Choice
A one-year call option has a strike price of 50, expires in 6 months, and has a price of $5.04. If the risk-free rate is 5 percent, and the current stock price is $50, what should the corresponding put be worth?
A) $3.04
B) $4.64
C) $6.08
D) $3.83
E) $0
Correct Answer:
Verified
Correct Answer:
Verified
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