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Which Set of Arbitrage-Free Put Prices (In Dollars)is Correct

Question 14

Multiple Choice

Which set of arbitrage-free put prices (in dollars) is correct?


A) p = 2.00,pU = 0,and pD = 4.06
B) p = 8.41,pU = 2.00,and pD = 15.03
C) p =15.03,pU = 4.06,and pD = 26.39
D) p = 8.41,pU F=0,and pD = 26.39
E) None of these answers are correct.

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