Multiple Choice
The current price of YBM stock S is $101.European options with a strike price K = $100 and maturing in T = 6 months trade on YBM.The continuously compounded,risk-free interest rate r is 5 percent per year.If the put price p is $2.70,then the call price c is:
A) $4.03
B) $5.17
C) $6.17
D) $8.03
E) None of these answers are correct.
Correct Answer:
Verified
Correct Answer:
Verified
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