Corporate Finance Assignment/ Professional Essay Writers
May 7th, 2020
For a 4-month European option, you are given:
(i) The underlying stock pays no dividends
(ii) The continuously compounded risk-free interest rate is 10%
(iii) The price of a 30-strike call is 1.5 higher than the price of the 32-strike call.
Calculate the amount by which the price of otherwise equivalent 32-strike put exceeds the price of an otherwise equivalent 30-strike put. Get Finance Help Today