Multiple Choice
The six-month at-the-money European call option on a stock worth $25 is priced at $5. The rate of interest is 2%. The put is priced at $7. The dividend paid at the end of three months must be
A) 1.23
B) 2.26
C) 3.83
D) 4.77
Correct Answer:
Verified
Correct Answer:
Verified
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