Multiple Choice
A one-year call option has a strike price of 70, expires in three months, and has a price of $7.34. If the risk-free rate is 6 percent, and the current stock price is $62, what should the corresponding put be worth?
A) $5.34
B) $8.00
C) $10.68
D) $14.33
E) $13.33
Correct Answer:
Verified
Correct Answer:
Verified
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